The structural change problems in regression and return prediction models
碩士 === 逢甲大學 === 統計與精算所 === 97 === This paper investigates structural change problems in regression and return prediction models, it is difficult to fit those models when there exists structural changes. Here specific targets can be separated into the two parts. First, for segmented regression models...
Main Authors: | Kai-Min Lee, 李凱民 |
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Other Authors: | Woan-Shu Chen |
Format: | Others |
Language: | en_US |
Published: |
2009
|
Online Access: | http://ndltd.ncl.edu.tw/handle/11730866542340009464 |
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