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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.

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隨機波動模型(stochastic volatility model)--台幣匯率短期波動之研究 / Stochastic volatility model - the study of the volatility of NT exchange rate in the short run

王偉濤, Wang, Wei-Tao Unknown Date (has links)
No description available.
貝式估計
Gibbs抽樣法
抵銷混合法
隨機波動
隱藏變數
拒絕/接受比對法
Bayes estimation
Gibbs sampling algorithm
Offset mixture method
Stochastic volatility
Latent variables
Reject / accept algorithm

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