bivariate EGARCH model 双变量EGARCH
constant correlation EGARCH model 常系数变量EGARCH
Bivariate Error Correction EGARCH Model 量误差修正EGARCH
In order to study the impact of warrants listing on the volatility of the underlying stocks, I use the EGARCH model introducing a dummy variables to estimate it.
本文将通过EGARCH模型研究权证上市前后标的股票波动性的变化，据此探讨权证上市给标的股票波动性带来何种影响。
To solve the higher peak and fat tail phenomenon, immediate memory and asymmetric features, this paper formulate the volatility model of exchange rate returns using the ARFIMA-EGARCH-M model.
为了解决汇率收益率波动中的“尖峰厚尾”、中期记忆和非对称特征，提出了利用ARFIMA - EGARCH - M模型建立汇率收益率波动模型。
In this paper, We analyses the volatility asymmetry of the "bull " and "bear" market (i. e. sample), using generalized error distributed EGARCH (1,1) model in Small plate market.
运用广义误差分布的EGARCH（1，1）模型，分析中小板市场“牛市”和“熊市”行情（即样本）的波动非对称性。
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