On the effects of underlying distribution on the parameters of GWMA
碩士 === 國立臺中科技大學 === 財務金融系碩士班 === 102 === Many papers on the GWMA confirmed that the GWMA concept is almost identical to the EWMA method. The GWMA method adds a parameter, is more sensitive to small fluctuation, and has a wider range of applications than EWMA. However, past research often found...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/23wt4t |