學術產出-期刊論文
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 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 | 24-十一月-2010 22:11:19 (UTC+8) | - |
dc.date.available | 24-十一月-2010 22:11:19 (UTC+8) | - |
dc.date.issued (上傳時間) | 24-十一月-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 |