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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-Nov-2010 22:11:19 (UTC+8)
關聯 Journal of Management and Economics,3
資料類型 article
dc.contributor 政大經濟系-
dc.creator (作者) 陳樹衡zh_TW
dc.creator (作者) Chen,Shu-Heng;Tan,Ching-Wei-
dc.date (日期) 1999-
dc.date.accessioned 24-Nov-2010 22:11:19 (UTC+8)-
dc.date.available 24-Nov-2010 22:11:19 (UTC+8)-
dc.date.issued (上傳時間) 24-Nov-2010 22:11:19 (UTC+8)-
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/48597-
dc.language zh_TWen
dc.language.iso en_US-
dc.relation (關聯) Journal of Management and Economics,3en
dc.subject (關鍵詞) Kolmogorov Complexity;Predictive Stochastic Complexity;Efficient Market Hypothesis;IRS in Complexity;Jump Process;MATLAB-
dc.title (題名) Estimating the Complexity Function of Financial Time Series:An Estimation Based on Predictive Stochastic Complexityen
dc.type (資料類型) articleen