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Generalized autoregressive conditional heteroskedasticity
3 个回复 - 2249 次查看【作者(必填)】 [*]Tim Bollerslev 【文题(必填)】 Generalized autoregressive conditional heteroskedasticity【年份(必填)】 1986 【全文链接或数据库名称(选填)】http://www.sciencedirect.com/science/a ...2015-12-7 21:30 - internet.hzx - 求助成功区

Maximum entropy autoregressive conditional heteroskedasticity model
10 个回复 - 985 次查看【作者(必填)】 [*]Sung Y. Parka, , [*]Anil K. Bera 【文题(必填)】 Maximum entropy autoregressive conditional heteroskedasticity model【年份(必填)】 2009 【全文链接或数据库名称(选填)】http://ww ...2016-4-10 22:30 - internet.hzx - 求助成功区

Bayesian Analysis of Generalized Autoregressive Conditional Heteroskedasticity
2 个回复 - 593 次查看【作者(必填)】J Nakajima 【文题(必填)】Bayesian Analysis of Generalized Autoregressive Conditional Heteroskedasticity and Stochastic Volatility: Modeling Leverage, Jumps and Heavy‐Tails for Financ ...2014-6-19 22:45 - lipj - 求助成功区

求文章《Autoregressive conditional heteroskedasticity and changes in regime》
3 个回复 - 2843 次查看求一篇文章《Autoregressive conditional heteroskedasticity and changes in regime》，James D. Hamiltona, and Raul Susmelb，1994。急用，请高手帮忙找找，谢谢！2009-11-19 16:44 - lych - 文献求助专区

Nonlinear models for autoregressive conditional heteroskedasticity-自回归条件异方差...
0 个回复 - 228 次查看 2004-11-8 01:34 - 绝对优势222 - Forum

Nonlinear models for autoregressive conditional heteroskedasticity
0 个回复 - 202 次查看 2004-11-6 23:15 - 苏联模式129 - Forum

Modelling Multivariate Autoregressive Conditional Heteroskedasticity with t...
0 个回复 - 228 次查看 2004-9-1 17:45 - 再保险826 - Forum

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