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pro vyhledávání: '"Hsiu-chun Lee"'
Autor:
Hsiu-chun Lee, 李秀君
101
This thesis contains two essays on stochastic modeling applications. In the first essay, DAR(2) uses one more parameter in contrast with DAR(1) to provide a much richer pattern in the autocorrelation function and is able to capture slower de
This thesis contains two essays on stochastic modeling applications. In the first essay, DAR(2) uses one more parameter in contrast with DAR(1) to provide a much richer pattern in the autocorrelation function and is able to capture slower de
Externí odkaz:
http://ndltd.ncl.edu.tw/handle/32975496561699806487
Autor:
Hsiu-chun Lee, 李秀春
95
The relationship between nursing professionals and their patients is a very close one based on the role that nursing professionals play while bringing health care to patients. The value of nursing professionals depends on how the funda-mental
The relationship between nursing professionals and their patients is a very close one based on the role that nursing professionals play while bringing health care to patients. The value of nursing professionals depends on how the funda-mental
Externí odkaz:
http://ndltd.ncl.edu.tw/handle/6t7mb3
Autor:
Hsiu-Chun Lee, 李秀春
88
Due to excellent electrical conductivity, good visible light transparency, and high infrared reflectivity, thin films of indium tin oxide (ITO) have been extensively studied by the academia and the industry. Because of these merits, ITO thin
Due to excellent electrical conductivity, good visible light transparency, and high infrared reflectivity, thin films of indium tin oxide (ITO) have been extensively studied by the academia and the industry. Because of these merits, ITO thin
Externí odkaz:
http://ndltd.ncl.edu.tw/handle/93308894764517823066
Publikováno v:
Communications in Statistics - Simulation and Computation. 45:1249-1267
This article proposes to use a standardized version of the normal-Laplace mixture distribution for the modeling of tail-fatness in an asset return distribution and for the fitting of volatility smiles implied by option prices. Despite the fact that o
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6a6f132c80025a4c7175a6487255bd52
https://doi.org/10.1080/03610918.2013.816559
https://doi.org/10.1080/03610918.2013.816559
