Detectiong numbers of switching change in financial markets
碩士 === 國立中央大學 === 統計研究所 === 96 === The purpose of this thesis is to utilize an empirical rule, Hilbert-Huang transform (HHT) proposed by Huang et al. (1998), to determine numbers of regime switching on the stock in a time interval. It is well known that economic systems exhibit occasional jumps from...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/zevtdb |