FIGARCH model is introduced and parameters of the model including different distribution characteristics are discussed in this paper.
首先引入了FIGARCH模型，并讨论了具有不同分布特征FIGARCH模型参数估计方法。
The paper analyzes the advantage of FIGARCH model over other traditional conditional variant models from not only model describing but also for...
文章还分析了FIGARCH模型与传统的条件方差模型相比，在模型描述和预测上所体现出的优越性。
The paper analyzes the advantage of FIGARCH model over other traditional conditional variant models from not only model describing but also forecasting.
文章还分析了FIGARCH模型与传统的条件方差模型相比，在模型描述和预测上所体现出的优越性。
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