Model Averaging Prediction Intervals for Auto regressive Model

碩士 === 銘傳大學 === 財務金融學系碩士在職專班 === 100 === The risks and rewards of the two major issues are often the primary attention points in the investment market, the investors hope to predict future values in order to make better investment decisions, this paper is by constructing a prediction interval can be...

Full description

Bibliographic Details
Main Authors: Wen-Chih Hu, 胡文之
Other Authors: Yun-Huan Lee
Format: Others
Language:zh-TW
Published: 2012
Online Access:http://ndltd.ncl.edu.tw/handle/45036777827093123780