Modeling Evolutionary Neural Network to Evaluate Financial Time-Series Confidence Interval of Dynamic VaR
博士 === 國立交通大學 === 資訊管理研究所 === 96 === The appraisement of asset price/return and volatility has always been the concerned topic in field of financial time series by the financial economists. After the introduction of the Autoregressive Conditional Heteroscedastic Model (ARCH) by Engle (1982) and the...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/68299277155906934765 |