政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/88684

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Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/88684

Title:	外匯市場非線型時間序列之實證研究 --自迴歸條件異質變異數與類神經網路模式分析法 A Non-linear Series Analysis of Foreign Market --An ARCH and Neural Approach
Authors:	葉俊雄 Yeh, Jiunn Shyong
Contributors:	毛維凌 Mao, Wei Ling 葉俊雄 Yeh, Jiunn Shyong
Keywords:	隨機漫步模式確定混沌體系類神經網路倒傳遞網路模式非線型時間序列模式自迴歸條件異質變異數模式 Network Non-Linear Time Series ARCH Forecasting
Date:	1993
Issue Date:	2016-04-29 16:30:15 (UTC+8)
Abstract:	學界間廣泛地認為一般金融資產報酬具有的特性是:線型不可預測性,條件
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Description:	碩士國立政治大學經濟學系 G796802
Source URI:	http://thesis.lib.nccu.edu.tw/record/#B2002004218
Data Type:	thesis
Appears in Collections:	[Department of Economics] Theses

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