... 条件异方差模型 BGARCH 广义条件异方差模型 GARCH model 年提出条件异方差 autoregressive conditional heteroskedastic ...
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...GARCH族模型 [gap=9822]Key words: volatility; the long-term memory; risk compensation; leverage effect; GARCH model ...
基于20个网页-相关网页
garch model family garch模型族
Multi-variable GARCH Model 多变量GARCH模型
MAS-GARCH Model 马氏GARCH模型
VS-GARCH Model 波动转换GARCH
factor-GARCH model 因子GARCH模型
Vector GARCH Model 向量GARCH
Finally, this paper USES GARCH model regressing the portfolio return time series.
文章最后用GARCH模型对组合收益率时间序列进行了模拟。
The results show that the GARCH model can be a good fit to the weekly return series of Shenzhen Stock Index.
结果表明,深证成指周收益率序列的波动性可以用GARCH模型进行很好的拟合。
The results show the method of calculation VaR of GARCH model is effective in risk management of China's stock market.
实证研究表明,GARCH模型的V aR计算方法对我国股市风险的管理有较好的效果。
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