If we wish to avoid the inaccuracies caused by the size of the sample, we need to use the t distribution.
为了避免因样本容量大小而造成的误差,我们必须使用t分布。
The results show that EGARCH is the best model for forecasting long-term volatility. Furthermore, using EGARCH with the Student t-distribution gives better results than with a normal distribution.
实证分析结果表明:EGARCH模型比较适合对我国股票市场波动性作长期预测,若假设收益序列服从t分布,由此改进的EGARCH-T模型会得到比正态分布下更好的拟合与预测效果。
Set the alarm value with "t" distribution method.
并利用T分布法设置警戒值。
Set the alarm value with "t" distribution method.
并利用T分布法设置警戒值。
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