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https://ah.nccu.edu.tw/handle/140.119/48597
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| Title: | Estimating the Complexity Function of Financial Time Series：An Estimation Based on Predictive Stochastic Complexity |
| Authors: | 陳樹衡 Chen,Shu-Heng;Tan,Ching-Wei |
| Contributors: | 政大經濟系 |
| Keywords: | Kolmogorov Complexity;Predictive Stochastic Complexity;Efficient Market Hypothesis;IRS in Complexity;Jump Process;MATLAB |
| Date: | 1999 |
| Issue Date: | 2010-11-24 22:11:19 (UTC+8) |
| Relation: | Journal of Management and Economics,3 |
| Data Type: | article |
| Appears in Collections: | [經濟學系] 期刊論文 |
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