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安徽财经大学中级计量经济学课件第二章第二节 ARCH和GARCH模型。
中山大学岭南学院高级计量经济学课件(II:Time series)CH3 ARCH and GARCH
中山大学岭南学院 高级计量经济学 课件(II:Time series) CH3 ARCH and GARCH
2017/6/14
中山大学岭南学院高级计量经济学课件(II:Time series)CH3 ARCH and GARCH。
ARCH and GARCH Models vs. Martingale Volatility of Finance Market Returns
ARCH GARCH Models Martingale Volatility Finance Market Returns
2010/12/17
ARCH and GARCH models assume either i.i.d. or (what economists lable as) white noise as is usual in regression analysis while assuming memory in a conditional mean square fluctuation with stationary ...