摘要
首先指出建立一个成功的模型 ,必须对支持模型的数据进行研究 ;其次将建模所使用的数据的特性定位在准确性、系统性、异常性、有用性、平稳性、相关性以及协整性的框架上 ,进而对这些特性做深入剖析。
This paper points out that it is necessary to study the data employed in the modeling to establish a successful model. The natures of the data are specified as precocity, systematism, abnormality, usefulness, stability, correlativeness and cointegrity, each of which is then analysed in details.
出处
《财经理论与实践》
北大核心
2002年第5期86-90,共5页
The Theory and Practice of Finance and Economics
