Empirical Studies of STOPBREAK Model
碩士 === 國立暨南國際大學 === 經濟學系 === 90 === Recently , we have found that many financial data or macroeconomic data are not pure stationary pattern or nonstationary pattern . They are mixed pattern . We could find some structure breaks among time series data , and find some stationary time series...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2001
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| Online Access: | http://ndltd.ncl.edu.tw/handle/3gcjmh |