The estimation suggests that introducing GARCH, regime-switching and jump effect substantially improves the fitting degree of the spot rate models.
结果表明，引入GARCH、机制转换以及跳跃因子可大大地提高短期利率动态模型的拟合效果。
The estimation suggests that introducing GARCH, regime-switching and jump effect substantially improves the fitting degree of the spot rate models.
结果表明，引入GARCH、机制转换以及跳跃因子可大大地提高短期利率动态模型的拟合效果。
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