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