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https://ah.lib.nccu.edu.tw/handle/140.119/48597| 題名: | Estimating the Complexity Function of Financial Time Series：An Estimation Based on Predictive Stochastic Complexity | 作者: | 陳樹衡 Chen,Shu-Heng;Tan,Ching-Wei |
貢獻者: | 政大經濟系 | 關鍵詞: | Kolmogorov Complexity;Predictive Stochastic Complexity;Efficient Market Hypothesis;IRS in Complexity;Jump Process;MATLAB | 日期: | 1999 | 上傳時間: | 24-十一月-2010 | 關聯: | Journal of Management and Economics,3 | 資料類型: | article |
| Appears in Collections: | 期刊論文 |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| estimating.pdf | 1.06 MB | Adobe PDF2 | View/Open |
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