The Application of Multiscale Entropy in Stock Index Analysis
碩士 === 國立臺北大學 === 統計學系 === 102 === The approaches of correlation coefficient, unit root test (such as DF test & ADF test), structural change test (such as Chow test), autoregressive conditional heteroscedasticity (ARCH), vector autoregression model (VAR model) or Johansen cointegration test, etc...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/44811537101104675515 |