首页 > 《系统科学与复杂性学报：英文版》 > 2012年1期 > AN INTERVAL METHOD FOR STUDYING THE RELATIONSHIP BETWEEN THE AUSTRALIAN DOLLAR EXCHANGE RATE AND THE GOLD PRICE

AN INTERVAL METHOD FOR STUDYING THE RELATIONSHIP BETWEEN THE AUSTRALIAN DOLLAR EXCHANGE RATE AND THE GOLD PRICE

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摘要这份报纸建议一个间隔方法对美元和金价格探索在澳大利亚的美元的汇率之间的关系，用每周、每月、季度的数据。与间隔方法，间隔样品数据被形成介绍变量的轻快。ILS途径被扩大到多模型评价，计算计划被提供。实验证据建议ILS估计很好描绘汇率怎么联系到金价格，两个在长期间并且短期。在间隔和点方法之间的比较显示OLS和ILS估计之间的差别从每周的数据正在增加到季度的数据，自从最低频率点数据失去了轻快的大多数信息。

DOI ojnqxkgljr/1123513

作者 Ai HAN;K.K.LAI;Shouyang WANG;Shanying XU

机构地区不详

出处《系统科学与复杂性学报：英文版》 2012年1期

关键词区间方法黄金价格汇率美元 LS估计多模型估计

分类 [自然科学总论][系统科学]

出版日期 2012年01月11日（中国期刊网平台首次上网日期，不代表论文的发表时间）

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来源期刊

系统科学与复杂性学报：英文版

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相关关键词

区间方法黄金价格汇率美元 LS估计多模型估计

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