The SWARCH models outperform the ARCH models in the description and the forecast capability of the volatility significantly.
SWARCH模型较传统的ARCH类模型显著地提高了股票市场波动性的描述与预测能力。
The SWARCH models outperform the ARCH models in the description and the forecast capability of the volatility significantly.
SWARCH模型较传统的ARCH类模型显著地提高了股票市场波动性的描述与预测能力。
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