On Bayesian model selection for GARCH and threshold GARCH models
碩士 === 逢甲大學 === 統計與精算所 === 90 === None...
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| Language: | zh-TW |
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2002
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| Online Access: | http://ndltd.ncl.edu.tw/handle/e784gd |
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ndltd-TW-090FCU05336005 |
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ndltd-TW-090FCU053360052018-05-10T04:22:14Z http://ndltd.ncl.edu.tw/handle/e784gd On Bayesian model selection for GARCH and threshold GARCH models 貝氏方法選取最佳模式---GARCH或門檻GARCH模式 Ming-Tien Chen 陳明田 碩士 逢甲大學 統計與精算所 90 None... Cathy, W. S. Chen 陳婉淑 2002 學位論文 ; thesis 88 zh-TW |
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NDLTD |
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zh-TW |
| format |
Others
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NDLTD |
| description |
碩士 === 逢甲大學 === 統計與精算所 === 90 === None...
|
| author2 |
Cathy, W. S. Chen |
| author_facet |
Cathy, W. S. Chen Ming-Tien Chen 陳明田 |
| author |
Ming-Tien Chen 陳明田 |
| spellingShingle |
Ming-Tien Chen 陳明田 On Bayesian model selection for GARCH and threshold GARCH models |
| author_sort |
Ming-Tien Chen |
| title |
On Bayesian model selection for GARCH and threshold GARCH models |
| title_short |
On Bayesian model selection for GARCH and threshold GARCH models |
| title_full |
On Bayesian model selection for GARCH and threshold GARCH models |
| title_fullStr |
On Bayesian model selection for GARCH and threshold GARCH models |
| title_full_unstemmed |
On Bayesian model selection for GARCH and threshold GARCH models |
| title_sort |
on bayesian model selection for garch and threshold garch models |
| publishDate |
2002 |
| url |
http://ndltd.ncl.edu.tw/handle/e784gd |
| work_keys_str_mv |
AT mingtienchen onbayesianmodelselectionforgarchandthresholdgarchmodels AT chénmíngtián onbayesianmodelselectionforgarchandthresholdgarchmodels AT mingtienchen bèishìfāngfǎxuǎnqǔzuìjiāmóshìgarchhuòménkǎngarchmóshì AT chénmíngtián bèishìfāngfǎxuǎnqǔzuìjiāmóshìgarchhuòménkǎngarchmóshì |
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