| 臺大學術典藏 |
2018-09-10T06:39:37Z |
Testing for unit-roots with breaks: Evidence on the great crash and the unit-root hypothesis reconsidered
|
CHUNG-MING KUAN; CHUNG-MING KUAN; CHUNG-MING KUAN |
| 臺大學術典藏 |
2018-09-10T06:39:37Z |
Some Convergence Results for Learning in Recurrent Neural Networks
|
管中閔(Kuan, Chung-Ming);White, H.; 管中閔(Kuan, Chung-Ming); White, H.; CHUNG-MING KUAN |
| 臺大學術典藏 |
2018-09-10T06:39:37Z |
Implementing Recurrent Networks
|
管中閔(Kuan, Chung-Ming);White, H.; 管中閔(Kuan, Chung-Ming); White, H.; CHUNG-MING KUAN |
| 臺大學術典藏 |
2018-09-10T06:39:37Z |
Recurrent Back-Propagation and Newton Aigorithms for Training Recurrent Neural Networks
|
管中閔(Kuan, Chung-Ming);Hornik, K.;Liu, T.; 管中閔(Kuan, Chung-Ming); Hornik, K.; Liu, T.; CHUNG-MING KUAN |
| 臺大學術典藏 |
2018-09-10T06:04:48Z |
Robust M tests without consistent estimation of asymptotic covariance matrix
|
管中閔; 管中閔; CHUNG-MING KUAN |
| 臺大學術典藏 |
2018-09-10T06:04:48Z |
Spurious number of breaks
|
L. Nunes;P. Newbold,;C.-M. Kuan; L. Nunes; P. Newbold,; C.-M. Kuan; CHUNG-MING KUAN |
| 臺大學術典藏 |
2018-09-10T05:30:51Z |
Re-examining the profitability of technical analysis with data snooping checks
|
P.-H. Hsu;C.-M. Kuan; P.-H. Hsu; C.-M. Kuan; CHUNG-MING KUAN |
| 臺大學術典藏 |
2018-09-10T05:30:51Z |
An unobserved-component model with switching permanent and transitory innovations
|
CHUNG-MING KUAN; CHUNG-MING KUAN; CHUNG-MING KUAN |
| 臺大學術典藏 |
2018-09-10T05:01:02Z |
統計學：觀念與方法
|
管中閔; 管中閔; CHUNG-MING KUAN |
| 臺大學術典藏 |
2018-09-10T05:01:01Z |
A new test for the martingale difference hypothesis
|
CHUNG-MING KUAN; CHUNG-MING KUAN; CHUNG-MING KUAN |
| 臺大學術典藏 |
2018-09-10T04:36:57Z |
Learning algorithms for neural-net decision support
|
CHUNG-MING KUAN; CHUNG-MING KUAN; CHUNG-MING KUAN |
| 臺大學術典藏 |
2018-09-10T04:16:42Z |
Time irreversibility and EGARCH effects in US stock index returns
|
CHUNG-MING KUAN; CHUNG-MING KUAN; CHUNG-MING KUAN |
| 臺大學術典藏 |
2018-09-10T04:16:41Z |
Response surfaces of MOSUM critical values
|
CHUNG-MING KUAN; CHUNG-MING KUAN; CHUNG-MING KUAN |
| 臺大學術典藏 |
2018-09-10T03:51:39Z |
Testing parameter constancy in models with infinite variance errors
|
CHUNG-MING KUAN; CHUNG-MING KUAN; CHUNG-MING KUAN |
| 臺大學術典藏 |
2018-09-10T03:51:39Z |
Distinguishing between trend break models: Method and empirical evidence
|
CHUNG-MING KUAN; CHUNG-MING KUAN; CHUNG-MING KUAN |
| 臺大學術典藏 |
2018-09-10T03:31:37Z |
Monitoring structural changes with the generalized fluctuation test
|
CHUNG-MING KUAN; CHUNG-MING KUAN; CHUNG-MING KUAN |
| 臺大學術典藏 |
2018-09-10T03:31:36Z |
Testing time reversibility without moment restrictions
|
CHUNG-MING KUAN; CHUNG-MING KUAN; CHUNG-MING KUAN |
| 國立交通大學 |
2014-12-12T02:24:55Z |
技術分析之有效性檢定與資料探查誤差研究：道瓊工業指數之實證
|
許博炫; Po-Hsuan Hsu; 管中閔; 徐作聖; Chung-Ming Kuan; Joseph Z. Shyu |
| 中原大學 |
2010-04 |
Examining the Predictive Power of the Term Structure of Interest Rates without Data Snooping Bias
|
Yi-Cheng Kao; Chung-Ming Kuan; Shikuan Chen |
| 中原大學 |
2010-01 |
Testing the Predictive Power of the Term Structure without Data Snooping Bias
|
Yi-Cheng Kao; Chung-Ming Kuan; Shikuan Chen |
| 中原大學 |
2009-11 |
Testing the Predictive Power of the Term Structure without Data Snooping Bias
|
Yi-Cheng Kao; Chung-Ming Kuan; Shikuan Chen |
| 元智大學 |
2006-07 |
Assessimg Value at Risk with CARE: Conditional AutoRegressive Ecpectile Models
|
葉錦徽; Chung-Ming Kuan |
| 元智大學 |
2005-12 |
評估涉險值的新方法: CARE 模型
|
葉錦徽; Chung-Ming Kuan |
| 元智大學 |
2005-12 |
Assessimg Value at Risk with CARE: Conditional AutoRegressive Ecpectile Models
|
葉錦徽; Chung-Ming Kuan |
| 臺大學術典藏 |
1995 |
MOSUM tests for parameter constancy
|
Chu, C.-S.;Hornik, K.;Kuan, Chung-Ming; Chu, C.-S.; Hornik, K.; Kuan, Chung-Ming; CHUNG-MING KUAN |
