Browsing by Author 蔡文禎

Showing results 1 to 5 of 5
DateTitleAuthor(s)
17-Apr-2014A Markov Regime-Switching ARMA Approach for Hedging Stock Indices.蔡文禎; Chen, Chao-Chun ; Tsay, Wen-Jen
17-Apr-2014Maximum Likelihood Estimation of Stationary Multivariate ARFIMA Processes.蔡文禎; Tsay, Wen-Jen
17-Apr-2014Maximum Likelihood Estimation of Structural VARFIMA ModelsTsay, Wen-Jen; 蔡文禎
17-Apr-2014A Simple Closed-Form Approximation for the Cumulative Distribution Function of the Composite Error of Stochastic Frontier Models.蔡文禎; Tsay, Wen-Jen ; Huang, Cliff J. ; Fu, Tsu-Tan ; Ho, I.-Lin
18-Sep-2009台灣貨幣政策信用傳導機制之研究鄭輝培