The results indicated that in these two types of models, the EGARCH-M model and the leverage stochastic volatility model had better fitting results.
拟合结果表明,在两类模型中egarch - M模型和杠杆随机波动模型具有较好的拟合效果。
The results indicated that in these two types of models, the EGARCH-M model and the leverage stochastic volatility model had better fitting results.
拟合结果表明,在两类模型中egarch - M模型和杠杆随机波动模型具有较好的拟合效果。
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