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时间序列arima models+garch models in R语言实现, arima模型+garch模型
2 个回复 - 1411 次查看时间序列arima models+garch models in R语言实现, arima模型+garch模型金融时间序列分析-I 1序列相关性和 random walk（随机游走） 2平稳时间序列模型-ARMA/ARMA 3非平稳时间序列模型-ARMA/ SARIMA 4.异 ...2021-3-19 15:41 - lily-2021 - 现金交易版

完全复制GARCH for Irregularly Spaced Financial Data The ACD-GARCH Model的代码
1 个回复 - 1417 次查看完全复制GARCH for Irregularly Spaced Financial Data The ACD-GARCH Model的matlab代码，利用ACD-GARCH模型和中国经济相关数据，可以快速完成高质量的数量经济、风险管理、波动率测量等实证论文，只需要稍微改一 ...2017-11-28 19:06 - xiaorenwuhyl - 现金交易版

（英文）高级计量论文，求高手帮助，非常紧急。需要用到STATA. 高价格，可以商量。
6 个回复 - 2854 次查看 You are required to write an essay which answers the following questions: 1. Write an essay on ARCH and GARCH Models and their use in Financestudies. Please support your answer with formulae and gra ...2015-5-12 14:07 - 冷暖离合 - 现金交易版

Strict stationarity and mixing properties of asymmetric power GARCH models allow
3 个回复 - 853 次查看【作者(必填)】O[/backcolor]. Lee,D.W.Shin[/backcolor] 【文题(必填)】Strict stationarity and mixing properties of asymmetric power GARCH models allow 【年份(必填)】2004 【全文链接或数据库名称( ...2020-2-1 21:27 - wangdali - 求助成功区

linear models and time-series analysis - regression, anova, arma and garch 2019
5 个回复 - 1480 次查看 linear models and time-series analysis - regression, anova, arma and garch (2019)2018-11-28 09:45 - loneshark - 数据分析与数据挖掘

handbook of statistics --- Multivariate GARCH models for large-scale application
3 个回复 - 960 次查看 handbook of statistics: Multivariate GARCH models for large-scale applications: A survey This chapter provides a survey of various multivariate GARCH specifications that model the temporal dependence ...2020-4-10 22:02 - 冰枫冷羽 - 计量经济学与统计软件

Linear Models and Time-Series Analysis: Regression, ANOVA, ARMA and GARCH
5 个回复 - 3766 次查看 Linear Models and Time-Series Analysis: Regression, ANOVA, ARMA and GARCH Author(s): Marc S. PaolellaSeries: Wiley Series in Probability and StatisticsPublisher: Wiley, Year: 2018ISBN: 1119431905, ...2019-4-15 12:08 - zfk - 计量经济学与统计软件

Forecasting in GARCH models with polynomially modified innovations
1 个回复 - 326 次查看【作者(必填)】 66 【文题(必填)】 Forecasting in GARCH models with polynomially modified innovations【年份(必填)】 77 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/article/ab ...2021-8-8 11:53 - internet.hzx - 求助成功区

Superstitious seasonality in precious metals markets? Evidence from GARCH models
1 个回复 - 556 次查看【作者(必填)】 3 【文题(必填)】 Superstitious seasonality in precious metals markets? Evidence from GARCH models with time-varying skewness and kurtosis 【年份(必填)】 232 【全文链接或数据库名称 ...2021-6-13 17:24 - internet.hzx - 求助成功区

【首发免费】Wiley - ARCH Models for Financial Applications (附GARCH Models）
121 个回复 - 22203 次查看缺光盘（大概400mb的Data和Eview File）【免费】说明：没想到这个帖子如此受欢迎，现在免费了。希望以后能找到更多更好的。 Prologue.Notation. 1 What is an ARCH process? 1.1 Introduction. 1.2 ...2010-10-22 02:58 - lanxyn - 金融学（理论版）

求文献1篇：An Implementation of Markov Regime Switching GARCH Models in Matlab
5 个回复 - 790 次查看【作者(必填)】 Chuffart, Thomas 【文题(必填)】 An Implementation of Markov Regime Switching GARCH Models in Matlab 【年份(必填)】 2017 【全文链接或数据库名称(选填)】 https://www.ona ...2020-1-21 00:46 - Monodium - 求助成功区

The Volatility and Density Prediction Performance of Alternative GARCH Models
3 个回复 - 604 次查看【作者(必填)】 12 【文题(必填)】 The Volatility and Density Prediction Performance of Alternative GARCH Models[/backcolor]【年份(必填)】 201 【全文链接或数据库名称(选填)】 http://xueshu.baidu.co ...2020-2-21 17:22 - internet.hzx - 求助成功区

GARCH 101: The use of ARCHGARCH models in applied econometrics
5 个回复 - 2294 次查看 Robert EngleThe Journal of Economic Perspectives; Fall 2001; 15, 4; ABI/INFORM Global2006-12-16 10:12 - jiangzhongyu - 计量经济学与统计软件

Unfolded GARCH models
1 个回复 - 488 次查看【作者(必填)】 sfds 【文题(必填)】 Unfolded GARCH models【年份(必填)】 23 【全文链接或数据库名23称(选填)】https://www.sciencedirect.com/science/article/pii/S01651889150011652019-12-29 00:00 - internet.hzx - 文献求助专区

GARCH Models: Structure, Statistical Inference and Financial Applications
3 个回复 - 848 次查看 GARCH Models: Structure, Statistical Inference and Financial Applications Author(s): Christian Francq; Jean-Michel Zakoian Publisher: Wiley, Year: 2019 ISBN: 1119313562,9781119313564 Description ...2019-12-15 16:23 - hhasoka - Forum

garch models
2 个回复 - 619 次查看 2019-9-26 09:51 - 莫言大道人难得7 - 金融学（理论版）

Markov-Switching GARCH Models in R: The MSGARCH Package
9 个回复 - 2914 次查看 Markov-switching GARCH models have become popular to model the structural break in the conditional variance dynamics of financial time series. In this paper, we describe the R package MSGARCH whic ...2017-6-13 20:46 - jogging18 - R语言论坛

Multivariate GARCH models for large-scale applications
2 个回复 - 637 次查看【作者(必填)】 KrisBoudt AlexiosGalanos ScottPayseur EricZivot 【文题(必填)】 Multivariate GARCH models for large-scale applications: A survey 【年份(必填)】 2019 【全文链接或数据库名称(选填)】 ...2019-5-6 22:08 - yahoocom - 文献求助专区

求tandfonline文献一篇：Asymmetry and leverage in GARCH models: a News Impact...
1 个回复 - 453 次查看【作者(必填)】Massimiliano Caporin & Michele Costola 【文题(必填)】Asymmetry and leverage in GARCH models: a News Impact Curve perspective 【年份(必填)】2019 【全文链接或数据库名称(选填)】https:/ ...2019-5-7 15:59 - Jobsecond - 求助成功区

GARCH Models: Structure, Statistical Inference and Financial Applications, 2nd e
7 个回复 - 1614 次查看书名: GARCH Models: Structure, Statistical Inference and Financial Applications, 2nd edition 作者: Christian Francq, Jean-Michel Zakoian 出版日期: 2019 出版: Wiley 页数: 504 语言: 英语 ...2019-3-28 05:53 - zhangke0987 - 投资人（实务版）

求Conditional Quantile Estimation for GARCH Models的代码
4 个回复 - 1083 次查看最近在看Conditional Quantile Estimation for GARCH Models，有谁知道这篇文章的代码？1000论坛币急求！！！！2014-6-23 10:18 - kkcsj555 - 爱问频道

On change point test for ARMA–GARCH models: Bootstrap approach
1 个回复 - 423 次查看【作者(必填)】 On change point test for ARMA–GARCH models: Bootstrap approach【文题(必填)】【年份(必填)】【全文链接或数据库名称(选填)】2019-3-4 10:51 - 肖恩同学 - 求助成功区

GARCH Models: Structure, Statistical Inference and Financial Applications
8 个回复 - 3529 次查看 GARCH Models: Structure, Statistical Inference and Financial Applications By Christian Francq, Jean-Michel Zakoian [*]Publisher: Wiley[*]Number Of Pages: 504[*]Publication Date: 2010-09- ...2010-9-11 23:33 - yuedragon - 计量经济学与统计软件

Confidence Intervals for Conditional Tail Risk Measures in ARMA–GARCH Models
1 个回复 - 708 次查看【作者(必填)】 Yong 【文题(必填)】 Confidence Intervals for Conditional Tail Risk Measures in ARMA–GARCH Models【年份(必填)】 2017 【全文链接或数据库名称(选填)】https://www.tandfonline.com/doi/a ...2018-8-13 22:17 - internet.hzx - 求助成功区

On spatial contagion and multivariate GARCH models
3 个回复 - 454 次查看【作者(必填)】 P Jaworski， M Pitera 【文题(必填)】 On spatial contagion and multivariate GARCH models【年份(必填)】 2014 【全文链接或数据库名称(选填)】http://xueshu.baidu.com/s?wd=paperuri%3A%28 ...2018-7-22 15:55 - internet.hzx - 求助成功区

On spatial contagion and multivariate GARCH models
2 个回复 - 410 次查看【作者(必填)】 P Jaworski， M Pitera 【文题(必填)】 On spatial contagion and multivariate GARCH models【年份(必填)】 2014 【全文链接或数据库名称(选填)】http://xueshu.baidu.com/s?wd=paperuri%3A%28 ...2018-7-22 12:41 - internet.hzx - 求助成功区

Monitoring distributional changes of squared residuals in GARCH models
1 个回复 - 422 次查看【作者(必填)】 Fuxiao Li[/backcolor], Fuxiao Li[/backcolor], Zheng Tian[/backcolor], Zhanshou Chen[/backcolor] & Peiyan Qi[/backcolor] Communications in Statistics - Theory and Methods[/backcolor], ...2018-3-3 10:32 - 肖恩同学 - 求助成功区

Revisiting Several Popular GARCH Models with Leverage Effect: Differences and Si
2 个回复 - 589 次查看【作者(必填)】 MJ Rodríguez， E Ruiz 【文题(必填)】 Revisiting Several Popular GARCH Models with Leverage Effect: Differences and Similarities【年份(必填)】 2012 【全文链接或数据库名称(选填)】ht ...2017-12-1 22:24 - internet.hzx - 求助成功区

GARCH Models Structure Statistical Inference&Financial Applications
13 个回复 - 4322 次查看 This book provides a complete coverage to GARCH modeling, including probability properties, identifying an appropriate model, estimation and testing, multivariate extensions including EGARCH, TGARCH ...2010-9-12 12:23 - aimms - R语言论坛

Haas+A New Approach to Markov-Switching GARCH Models
1 个回复 - 753 次查看【作者(必填)】Haas M, Mittnik S, Paolella MS 【文题(必填)】A New Approach to Markov-Switching GARCH Models 【年份(必填)】2004 【全文链接或数据库名称(选填)】2017-9-21 07:24 - harlon1976 - 求助成功区

Bootstrapping Stationary ARMA-GARCH Models
27 个回复 - 1197 次查看 English | PDF | 2010 | 137 Pages | ISBN : 3834809926 | 874kB Bootstrap technique is a useful tool for assessing uncertainty in statistical estimation and thus it is widely applied for risk manage ...2017-8-19 22:30 - igs816 - 经管书评

求：Impulse Response Function for Conditional Volatility in GARCH Models
2 个回复 - 693 次查看题目：Impulse Response Function for Conditional Volatility in GARCH Models 作者：Wen-Ling Lin 期刊：Journal of Business & Economic Statistics Volume 15, 1997 - Issue 1 连接：http://www.tandfonline ...2017-8-27 08:05 - daodaory - 悬赏大厅

Option pricing under GARCH models with Hansen's skewed-
2 个回复 - 931 次查看【作者(必填)】 someone 【文题(必填)】 Option pricing under GARCH models with Hansen's skewed-t distributed innovations【年份(必填)】 2015 【全文链接或数据库名称(选填)】http://www.sciencedirect.co ...2017-4-14 00:22 - internet.hzx - 求助成功区

GARCH models
3 个回复 - 1996 次查看 GARCH models—structure，statistical inference and financial applications CONTENT 1.Classical Time Series Models and Financial Series 2.GARCH(p,q) Processes 3.Mixing 4.Temporal Aggregatio ...2015-1-23 17:56 - accumulation - 金融学（理论版）

Structural Breaks and Garch Models of Exchange Rate Volatility
1 个回复 - 898 次查看【作者(必填)】David E. Rapach and Jack K. Strauss 【文题(必填)】Structural Breaks and Garch Models of Exchange Rate Volatility 【年份(必填)】2008 【全文链接或数据库名称(选填)】2017-4-20 21:47 - 豁达统计人 - 求助成功区

Dueker JBES 1997 MS-GARCH models using Winrats
4 个回复 - 3048 次查看 Dueker JBES 1997 MS-GARCH modelsby TomDoan » Mon Sep 12, 2011 1:30 pm[/backcolor]These are replication files for Dueker(1997), "Markov Switching in GARCH Processes and Mean-Reverting Stock-Mark ...2014-6-23 23:57 - 东西方咨询 - MATLAB等数学软件专版

Forecasting Stock Market Volatility with Regime-Switching GARCH Models
15 个回复 - 1737 次查看【作者(必填)】Juri Marcucci 【文题(必填)】Forecasting Stock Market Volatility with Regime-Switching GARCH Models 【年份(必填)】2005 【全文链接或数据库名称(选填)】https://www.degruyter.com/vie ...2016-12-18 15:01 - runman - 求助成功区

Empirical analysis of ARMA-GARCH models in market risk estimation on high-freque
5 个回复 - 1080 次查看【作者(必填)】Alexander Beck1 / Young Shin Aaron Kim2 / Svetlozar Rachev3 / Michael Feindt4 / Frank Fabozzi5 【文题(必填)】Empirical analysis of ARMA-GARCH models in market risk estimation on high- ...2016-12-18 15:18 - runman - 求助成功区

Bayesian Analysis of Power-Transformed and Threshold GARCH Models: A Griddy-Gibb
1 个回复 - 1071 次查看【作者(必填)】Qiang Xia, Heung Wong, Jinshan Liu, Rubing Liang 【文题(必填)】Bayesian Analysis of Power-Transformed and Threshold GARCH Models: A Griddy-Gibbs Sampler Approach 【年份(必填)】2016 ...2016-6-9 21:59 - 我来了 - 求助成功区

Price Risk in Supply Equations: An Application of GARCH Time-Series Models to th
1 个回复 - 641 次查看【作者(必填)】Hollt and Aradhyula 【文题(必填)】Price Risk in Supply Equations: An Application of GARCH Time-Series Models to the U. S. Broiler Market 【年份(必填)】1990 【全文链接或数据库名称( ...2016-4-20 17:16 - yangnay - 求助成功区

Inhomogeneous Jump-GARCH Models
2 个回复 - 1611 次查看【作者(必填)】Chunhang Chen 【文题(必填)】Inhomogeneous Jump-GARCH Models with Applications in Financial Time Series Analysis 【年份(必填)】【全文链接或数据库名称(选填)】http://xueshu.baidu.co ...2016-1-10 09:55 - 不再后悔 - 求助成功区

Test for parameter change in ARMA models with GARCH innovations
3 个回复 - 701 次查看 Test for parameter change in ARMA models with GARCH innovations2015-12-12 17:12 - lucky187 - 求助成功区

Copula parameter change test for nonlinear AR models with nonlinear GARCH errors
1 个回复 - 638 次查看 Copula parameter change test for nonlinear AR models with nonlinear GARCH errors2015-12-12 17:01 - lucky187 - 求助成功区

Testing for parameter constancy in GARCH(p,q) models
2 个回复 - 792 次查看 Testing for parameter constancy in GARCH(p,q) models2015-12-12 16:31 - lucky187 - 求助成功区

Residual-based rank specification tests for AR–GARCH type models
2 个回复 - 754 次查看【作者(必填)】 [*]Elena Andreou1, , [*]Bas J.M. Werker 【文题(必填)】 Residual-based rank specification tests for AR–GARCH type models【年份(必填)】 2015 【全文链接或数据库名称(选填)】http:// ...2015-12-7 15:22 - internet.hzx - 求助成功区

Forecasting Volatilities and Correlations with EGARCH Models
2 个回复 - 1195 次查看【作者(必填)】Robert Cumby , Stephen Figlewski , and Joel Hasbrouck 【文题(必填)】Forecasting Volatilities and Correlations with EGARCH Models 【年份(必填)】1993 【全文链接或数据库名称(选填)】 ...2014-7-22 22:10 - lipj - 求助成功区

Harvey +EGARCH models with fat tails, skewness and leverage
1 个回复 - 663 次查看【作者(必填)】A. C. Harvey and G. Sucarrat 【文题(必填)】 EGARCH models with fat tails, skewness and leverage 【年份(必填)】2014 【全文链接或数据库名称(选填)】2015-3-21 10:00 - harlon1976 - 求助成功区

GARCH Option Pricing Models, the CBOE VIX, and Variance Risk Premium
5 个回复 - 2054 次查看【作者(必填)】 [*]Jinji Hao [*]Department of Economics, Washington University in St. Louis [*]Jin E. Zhang 【文题(必填)】GARCH Option Pricing Models, the CBOE VIX, and Variance Risk Prem ...2014-4-8 22:06 - nkky2011 - 求助成功区

Varying conditional correlation multivariate GARCH models
7 个回复 - 2394 次查看 . webuse stocks (Data from Yahoo! Finance) . mgarch vcc (toyota nissan honda = L.toyota L.nissan L.honda, noconstant), arch(1) garch(1) Calculating starting values.... Optimizing log likelih ...2012-10-24 21:04 - tulipsliu - Stata专版

Bayesian estimation and comparison of MGARCH and MSV models via WinBUGS
0 个回复 - 1431 次查看【作者(必填)】Chen-Ye Changa, Xi-Yuan Qiana* & Sheng-Yuan Jiana 【文题(必填)】Bayesian estimation and comparison of MGARCH and MSV models via WinBUGS 【年份(必填)】2012 【全文链接或数据库名称 ...2014-8-13 21:50 - lipj - 求助成功区

Generalized EGARCH Random Effect Models Application to Financial Time Series
1 个回复 - 1050 次查看【作者(必填)】Edilberto Cepeda-Cuervoa* 【文题(必填)】Generalized EGARCH Random Effect Models Application to Financial Time Series 【年份(必填)】2010 【全文链接或数据库名称(选填)】http://www ...2014-7-12 13:21 - lipj - 求助成功区

[疑难杂症]Is it possible to estimate ARIMA-GARCH models in WinBugs
1 个回复 - 904 次查看 First of all, It is possible to estimate ARIMA-GARCH models in WinBugs, but, there are a few problems: 1. If a model has a lot of latent variables, WinBugs will be slow, sometimes It will even free ...2014-6-15 06:24 - Nicolle - winbugs及其他软件专版

GARCH Option Pricing Models
1 个回复 - 1809 次查看 GARCH Option Pricing Models, the CBOE VIX, and Variance Risk Premium[/backcolor] [/backcolor] VIX应用[/backcolor] [/backcolor]2014-4-8 22:15 - zhangibt - 金融工程（数量金融）与金融衍生品

(free)Financial Risk Management with Bayesian Estimation of GARCH Models
21 个回复 - 5158 次查看 ~~~~~~~~~~~~~2009-8-13 06:16 - yhongl12 - 金融学（理论版）

Performance of GARCH models in forecasting stock market volatility
1 个回复 - 920 次查看【作者(必填)】 [*]Choo Wei Chong*, [*]Muhammad Idrees Ahmad and [*]Mat Yusoff Abdullah 【文题(必填)】Performance of GARCH models in forecasting stock market volatility 【年份(必填)】1999 ...2014-4-2 12:13 - 迷途mitu - 求助成功区

Multivariate GARCH models -- software choice and estimation issues
2 个回复 - 1740 次查看 Multivariate GARCH models -- software choice and estimation issues2010-2-11 14:22 - hardmann - EViews专版

GARCH models using R - book and website
20 个回复 - 7035 次查看刚才上载在金融版上两本Wiley2010新书, ARCH Models for Financial Applications and GARCH Models ... 对第二本书, 顺便上了上作者的网站 http://perso.univ-lille3.fr/~cfrancq/Christian-Francq/book-GARCH.h ...2010-10-22 04:15 - lanxyn - R语言论坛

Multivariate GARCH Models (Luc Bauwens) (PDF)
0 个回复 - 957 次查看 Multivariate GARCH Models(Luc Bauwens) (PDF)2013-5-29 18:03 - 大久保利川。 - 计量经济学与统计软件

[分享]ARCH_GARCHModels(R.Engle的讲义 )
31 个回复 - 8669 次查看 NEW FRONTIERS FOR ARCH MODELS Prepared for Conference on Volatility Modeling and Forecasting Perth, Australia, September 2001 Robert Engle UCSD and NYU 03年诺奖Engle 的讲义2006-1-20 16:27 - xuelida - 计量经济学与统计软件

[Q群交流]libor 和量化程序---Bootstraping GARCH Models(144P)
1 个回复 - 1004 次查看 2013-3-2 13:22 - zhongdu - 金融工程（数量金融）与金融衍生品

求助一篇文献 QML ESTIMATION OF A CLASS OF MULTIVARIATE ASYMMETRIC GARCH MODELS
1 个回复 - 1029 次查看【作者(必填)】Christian Francq and Jean-Michel Zakoïana1 【文题(必填)】QML ESTIMATION OF A CLASS OF MULTIVARIATE ASYMMETRIC GARCH MODELS 【年份(必填)】2012 【全文链接或数据库名称(选填)】 ...2013-2-23 14:51 - ywh19860616 - 求助成功区

GARCH models 2010
1 个回复 - 753 次查看 GARCH models 2010 Structure, Statistical Inference and Financial Applications Christian Francq University Lille 3, Lille, France Jean-Michel Zako¨ ıan CREST, Paris, and University Lill ...2012-10-17 22:07 - mobham121 - 计量经济学与统计软件

Dynamic Conditional Correlation - A Simple Class Of Multivariate Garch Models
2 个回复 - 1753 次查看【作者(必填)】Robert Engle 【文题(必填)】Dynamic Conditional Correlation - A Simple Class Of Multivariate Garch Models 【年份(必填)】2002 【全文链接或数据库名称(选填)】http://ukpmc.ac.uk/abst ...2012-8-11 14:48 - 迷途mitu - 求助成功区

Modelling short-term volatility with garch and harch models
1 个回复 - 1113 次查看【作者(必填)】M Dacorogna, U Müller (要求是清晰版的）【文题(必填)】Modelling short-term volatility with garch and harch models 【年份(必填)】1997 【全文链接或数据库名称(选填)】http://papers ...2012-7-7 14:10 - leihengzhishang - 求助成功区

Multivariate GARCH models
0 个回复 - 1342 次查看一篇关于MGARCH的理论文献。2012-6-5 14:59 - jinfang8866 - MATLAB等数学软件专版

Markov-switching GARCH models in finance:
5 个回复 - 3369 次查看 Markov-switching GARCH models in finance: a unifying framework with an application to the German stock market2011-3-13 15:27 - cop207 - MATLAB等数学软件专版

【下载】Financial Risk Management with Bayesian Estimation of GARCH Models
10 个回复 - 3128 次查看 Financial Risk Management With Bayesian Estimation Of Garch Models: Theory And Applications (Paperback) by David Ardia (Author) Book Summary of Financial Risk Management With Bayesian Estimation O ...2010-6-6 07:33 - kxjs2007 - 计量经济学与统计软件

Slides of Multivariate GARCH models
0 个回复 - 1679 次查看 Multivariate GARCH models by Luc Baw [此贴子已经被作者于2007-4-15 21:39:07编辑过]2007-4-15 14:27 - amoybc - 计量经济学与统计软件

急求GARCH 101- The Use of ARCH-GARCH Models in Applied Econometrics的翻译版!!!!
2 个回复 - 976 次查看英文能力有限啊,希望有GARCH 101- The Use of ARCH-GARCH Models in Applied Econometrics这篇论文翻译版的老师同学传给我哈,谢谢2011-10-18 14:27 - 宸泽 - 计量经济学与统计软件

GARCH 101- The Use of ARCH-GARCH Models in Applied Econometrics
24 个回复 - 4608 次查看 Robert F. Engle Journal of Economic Perspectives, 2001, vol. 15, issue 4, pages 157-168 Abstract: ARCH and GARCH models have become important tools in the analysis of time series data ...2005-11-6 22:01 - ctex777 - 计量经济学与统计软件

[下载][讨论]Handout.Introduction To ARCH & GARCH Models
40 个回复 - 12384 次查看 2005-3-7 00:14 - hanszhu - 计量经济学与统计软件

GARCH and SV Models
13 个回复 - 5250 次查看 GARCH and SV Models2004-11-20 23:44 - maomaoren - 计量经济学与统计软件

Efficient estimation of copula-GARCH models
2 个回复 - 1729 次查看 Efficient estimation of copula-GARCH models2009-12-27 22:39 - zengyan1984 - 论文版

求论文一篇：CONDITIONAL QUANTILE ESTIMATION FOR GARCH MODELS
4 个回复 - 1550 次查看论文全名： Conditional Quantile Estimation for Generalized Autoregressive Conditional Heteroscedasticity Models 发表于journal of the American Statistical Association ， 2009年12月那期， EBSCO和Pro ...2011-4-24 20:45 - arabin - 计量经济学与统计软件

电子书不知道发在这合适不合适GARCH Models
13 个回复 - 2388 次查看作者Francq, Christian.; Zakoian, Jean-Michel 2010年出版的新书2010-9-17 20:40 - wanglu624 - 金融学（理论版）

[已解决] ]求助文献一篇：Detecting parameter shift in GARCH models
0 个回复 - 964 次查看 Detecting parameter shift in GARCH models CSJ Chu - Econometric Reviews, 1995 - ideas.repec.org 链接：http://ideas.repec.org/a/taf/emetrv/v14y1995i2p241-266.html2011-4-11 11:03 - straight - 爱问频道

Forcasting Volatility in Stock Market Using GARCH Models
1 个回复 - 1868 次查看基于Matlab的 Econometrics Toolbox 2008年硕士论文（英文）2010-11-29 10:55 - epvfs - MATLAB等数学软件专版

PDF Download: Advantages and weaknesses of ARCH and GARCH Models Notes and RS-Pl
1 个回复 - 2296 次查看 Conditional Heteroscedastic Models2009-3-27 09:59 - pgu - 计量经济学与统计软件

求GARCH 101- The Use of ARCH-GARCH Models in Applied Econometrics翻译版
0 个回复 - 1853 次查看听说坛子上曾经传过这篇文章的翻译版啊？我看英文目前还有些吃力，真希望有朋友如果有中文翻译版的话传给我。谢谢！2007-5-24 15:20 - jwancm - 计量经济学与统计软件

Asymptotic Theory for the QMLE in GARCH-X Models with Stationary and Non-St...
0 个回复 - 239 次查看 2004-11-17 16:37 - 金融基金342 - Forum

On IGARCH and convergence of the QMLE for misspecified GARCH models-非指定GARC...
0 个回复 - 262 次查看 2004-10-3 02:05 - 标准金融684 - Forum

Multivariate GARCH models-多元GARCH模型
0 个回复 - 544 次查看 2004-9-3 17:20 - 搭便车268 - Forum

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