广义自回归条件异方差(GARCH)模型具有描述时间序列波动性的能力。

The generalized autoregressive conditional heteroscedasticity (GARCH) model has the ability to describe the volatility of time series.

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因此，如何有效地刻画金融时间序列波动的动态行为一直是金融计量学研究的热点问题。

Therefore, how to describe the dynamic behavior of the financial time series' fluctuation well is always a hot research point in Financial Econometrics.

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时间序列的波动持续性建模理论和方法是经济金融领域风险分析的一种强有力的工具。

The theory and method of modeling volatility persistence of time series is a powerful tool in analyzing the risk of economic and finance market.

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