结果:找到“ARCH/GARCH Volatility Models”相关内容7个,排序为按回复时间降序,搜索更多相关帖子请点击“高级
The Volatility and Density Prediction Performance of Alternative GARCH Models
3 个回复 - 600 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
求:Impulse Response Function for Conditional Volatility in GARCH Models
2 个回复 - 678 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
Structural Breaks and Garch Models of Exchange Rate Volatility
1 个回复 - 888 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
Forecasting Stock Market Volatility with Regime-Switching GARCH Models
15 个回复 - 1732 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
Performance of GARCH models in forecasting stock market volatility
1 个回复 - 919 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
Modelling short-term volatility with garch and harch models
1 个回复 - 1111 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
Forcasting Volatility in Stock Market Using GARCH Models
1 个回复 - 1866 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