Finally, by introducing into the impact on investor sentiment, the paper study the dynamic forms of the causal relation of them using impulse response function and variance decomposition.
最后结合了投资者情绪的影响,利用脉冲响应函数和方差分解对价量因果关系的动态表现形式作了进一步分析。
In this paper, minimum variance filtering and smoothing algorithms of a class of non-causal systems are discussed.
研究一类非因果系统的最小方差滤波与平滑。
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