Estimating the Complexity Function of Financial Time Series：An Estimation Based on Predictive Stochastic ... | Publication

Title	Estimating the Complexity Function of Financial Time Series：An Estimation Based on Predictive Stochastic Complexity
Creator	陳樹衡 Chen,Shu-Heng;Tan,Ching-Wei
Contributor	政大經濟系
Key Words	Kolmogorov Complexity;Predictive Stochastic Complexity;Efficient Market Hypothesis;IRS in Complexity;Jump Process;MATLAB
Date	1999
Date Issued	24-Nov-2010 22:11:19 (UTC+8)
Relation	Journal of Management and Economics,3
Type	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_TW	en
dc.language.iso	en_US	-
dc.relation (關聯)	Journal of Management and Economics,3	en
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 Complexity	en
dc.type (資料類型)	article	en