Study on the Interval Time Series Model

碩士 === 國立成功大學 === 統計學系 === 105 === In financial economics, a large number of analysis and models were developed based on the daily closing prices, or even at lower frequencies such as weekly or monthly. It may discard some valuable intra-daily information such as the highest and lowest prices. We ma...

Full description

Bibliographic Details
Main Authors: Wei-ChingWang, 王維敬
Other Authors: Liang-Ching Lin
Format: Others
Language:en_US
Published: 2017
Online Access:http://ndltd.ncl.edu.tw/handle/jdsqvj