Construct FUZZY ARCH model and Forecast
碩士 === 國立政治大學 === 統計研究所 === 85 === ARCH is more emphasized in financial analysis recently. However, it is difficult to estimate the parameters of ARCH model in practice. Because of the fuzzy property in time series, there exists the uncertainty in the parameters. Use the fictitious value to const...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
1997
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| Online Access: | http://ndltd.ncl.edu.tw/handle/44572394768346561143 |