Two Essays on Stochastic Modeling: Discrete-Time Queues and Volatility Smiles
博士 === 國立臺灣科技大學 === 財務金融研究所 === 101 === This thesis contains two essays on stochastic modeling applications. In the first essay, DAR(2) uses one more parameter in contrast with DAR(1) to provide a much richer pattern in the autocorrelation function and is able to capture slower decay rate and longer...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/32975496561699806487 |