Please use this identifier to cite or link to this item: https://ah.nccu.edu.tw/handle/140.119/48597


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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