• 向量figarch - 引用次数：2

  In order to research multivariate FIGARCH ,the writer extends the concept of co-persistence ,brings forward the method of estimating univariate and multivariate FIGARCH, and the spectral method of testing co-persistence, which is the core of this dissertation.

  为研究多变量FIGARCH,本文将协同持续概念进行推广,提出了向量FIGARCH的协同持续性,并给出向量FIGARCH协同持续估计和检验的谱方法以及向量FIGARCH协同持续性的性质。

  参考来源 - 分形金融市场中的波动持续与协同持续研究

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