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

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

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題名:	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
作者:	葉俊雄 Yeh, Jiunn Shyong
貢獻者:	毛維凌 Mao, Wei Ling 葉俊雄 Yeh, Jiunn Shyong
關鍵詞:	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
日期:	1993
上傳時間:	2016-04-29 16:30:15 (UTC+8)
摘要:	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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描述:	碩士國立政治大學經濟學系 G796802
資料來源:	http://thesis.lib.nccu.edu.tw/record/#B2002004218
資料類型:	thesis
顯示於類別:	[經濟學系] 學位論文

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