Bayesian Forecasting of Economic Time Series: A Case Study of MSG stock price
碩士 === 中華大學 === 應用統計學系碩士班 === 101 === The occurrence of important real-world events may cause a fundamental change in the movement of an economic time series. For example, Jeremy Lin’s fabulous debut in the NBA, even the Wall Street also felt. The Jeffreys-Savage(JS) Bayesian theory in this paper i...
Main Authors: | Cheng-Long Hong, 洪正龍 |
---|---|
Other Authors: | Chi Lo |
Format: | Others |
Language: | zh-TW |
Published: |
2013
|
Online Access: | http://ndltd.ncl.edu.tw/handle/10560132284418984624 |
Similar Items
-
Bayesian Forecasting of Economic Time Series of the Gold Price
by: Chuang,Mei-Hui, et al.
Published: (2013) -
Forecasting Stock Price based on Fuzzy Time-Series
by: Bo-Tsuen Chen, et al.
Published: (2012) -
Time series and neural network forecasts of daily stock prices
by: K.C. Tseng, et al.
Published: (2012-03-01) -
Bayesian Forecasting of Stock Prices Via the Ohlson Model
by: Lu, Qunfang Flora
Published: (2005) -
Forecasting leading industry stock prices based on a hybrid time-series forecast model.
by: Ming-Chi Tsai, et al.
Published: (2018-01-01)