Bayesian Forecasting and Nonlinear Dynamic Models
博士 === 逢甲大學 === 應用統計研究所 === 99 === This thesis contains three major parts to present the nonlinear asymmetric heteroskedastic models for modeling financial time series and forecasting asymmetric volatility. The first part examines the threshold conditional autoregressive range (TARR) model, which us...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/06515686363281279189 |