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Pemodelan generalized autoregressive conditional heteroskedasticity (Garch) dengan pendekatan kaedah bootstrap

Dalam pasaran kewangan, penggunaan model GARCH sebagai model pengukuran kemeruapan amat meluas digunakan. Namun demikian, penggunaan model ini terdedah kepada hasil ralat yang besar dan selang keyakinan yang panjang yang mana boleh menjejaskan kejituan keputusan kajian. Justeru itu, pendekatan boots...

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书目详细资料
主要作者:	Nur Amanina Zawali
格式:	Thesis
语言:	other
出版:	Terengganu: Universiti Malaysia Terengganu 2014
主题:	QA 267.8 .N8 2012 Nur Amanina Zawali Tesis FST 2012 Bootsrap (Statistics)
在线阅读:	http://dspace.psnz.umt.edu.my/xmlui/handle/123456789/3050
标签:	添加标签没有标签, 成为第一个标记此记录!

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