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arch estimation requires a continuous sample？？这个怎么解决...
12 个回复 - 11755 次查看本人用GARCH模型考察上证和深证收益率与成交量之间的关系。结果...上证的收益率与成交量可以得到结果，但是深证的就出现了arch estimation requires a continuous sample这个东东，不能运行。不知哪位大虾知道，指点 ...2010-3-28 19:56 - annaalla - EViews专版

arch estimation requires a continuous sample？？？？？这是怎么回事。
4 个回复 - 10757 次查看本人用GARCH模型考察上证和深证收益率与成交量之间的关系。结果...上证的收益率与成交量可以得到结果，但是深证的就出现了arch estimation requires a continuous sample这个东东，不能运行。不知哪位大虾知道，指点 ...2010-3-28 19:54 - annaalla - EViews专版

Efficient estimation of multivariate semi-nonparametric GARCH filtered copula mo
3 个回复 - 604 次查看【作者(必填)】 2323 【文题(必填)】 Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models【年份(必填)】 2323 【全文链接或数据库名称(选填)】https://www.sciencedirect. ...2021-6-22 14:58 - internet.hzx - 求助成功区

Systemic risk measurement: Multivariate GARCH estimation of CoVaR
6 个回复 - 788 次查看【作者(必填)】 232 【文题(必填)】 Systemic risk measurement: Multivariate GARCH estimation of CoVaR 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/article/ ...2021-6-21 23:10 - internet.hzx - 求助成功区

Efficient estimation of multivariate semi-nonparametric GARCH filtered copula mo
2 个回复 - 557 次查看【作者(必填)】 23 【文题(必填)】 Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models【年份(必填)】 23 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/ ...2020-9-12 19:26 - internet.hzx - 文献求助专区

arch estimation requires a continuous sample问题
3 个回复 - 5154 次查看求助求助：用eviews建立garch模型，显示 arch estimation requires a continuous sample。是什么原因？应该怎样解决？百度搜了一下，都不太符合。我的数据里面没有缺失值，也没有负数，都是整数，而且是全的，为什 ...2016-10-5 09:51 - caomeibaobao - EViews专版

求Conditional Quantile Estimation for GARCH Models的代码
4 个回复 - 1054 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

急急急，程序报错：arch estimation requires a continuous sample
1 个回复 - 1803 次查看急急急，各位大神求助呀我用EVIEWS跑ARCH程序时，变量是收益率序列，没有缺失值，设置了虚拟变量，结果就一直报错arch estimation requires a continuous sample的消息，请问应该怎么解决呀！在线等，谢谢大家的 ...2017-7-12 13:39 - liu4516 - EViews专版

The Threshold GARCH Model: Estimation and Density Forecasting for Financial Retu
4 个回复 - 443 次查看【作者(必填)】Yuzhi Cai, Julian Stander 【文题(必填)】The Threshold GARCH Model: Estimation and Density Forecasting for Financial Returns 【年份(必填)】2019 【全文链接或数据库名称(选填)】https: ...2019-10-9 14:53 - hnhs100 - 求助成功区

Skewness and leptokurtosis in GARCH-typed VaR estimation of petroleum and metal
1 个回复 - 524 次查看【作者(必填)】 WH Cheng, JC Hung 【文题(必填)】 Skewness and leptokurtosis in GARCH-typed VaR estimation of petroleum and metal asset returns【年份(必填)】 2011 【全文链接或数据库名称(选填)】http ...2017-8-16 13:20 - internet.hzx - 求助成功区

Empirical analysis of ARMA-GARCH models in market risk estimation on high-freque
5 个回复 - 1062 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

Simultaneous estimation of hierarchical logit mode choice models
0 个回复 - 686 次查看【作者(必填)】Hensher, D A 【文题(必填)】 Simultaneous estimation of hierarchical logit mode choice models 【年份(必填)】 1986 【全文链接或数据库名称(选填)】https://trid.trb.org/view.aspx?id=1194 ...2016-11-5 22:37 - ticket1988 - 文献求助专区

Whittle Estimation of ARCH Models
1 个回复 - 1296 次查看求2010-6-9 11:39 - 林英栀子 - 爱问频道

change-point estimation in ARCH models
1 个回复 - 630 次查看 change-point estimation in ARCH models2015-5-31 10:24 - lucky187 - 求助成功区

求助书籍 Introduction to Stochastic Search and Optimization: Estimation, Simulat
2 个回复 - 1527 次查看 Introduction to Stochastic Search and Optimization : Estimation, Simulation, and Control by James C. Spall (2003, Hardcover) James C. Spall|ISBN-10: 0471330523 | ISBN-13: 97804713305232012-11-13 10:33 - eachonly - 求助成功区

关于ccgarch程序包中的eccc.estimation函数的使用
2 个回复 - 3182 次查看请教给位大神， R软件中的ccgarch程序包中的eccc.estimation()函数估计常相关系数的GARCH模型时，估计收益率的波动率，是直接对收益率进行估计，还是对收益率拟合一个均值方程，然后对均值方程的残差拟合二 ...2014-9-19 10:22 - leaninga - R语言论坛

An excellent package for GARCH estimation
8 个回复 - 3743 次查看 http://www.core.ucl.ac.be/~laurent/G@RCH/site/index.html?content=/~laurent/G@RCH/site/garchintro.html2005-5-24 23:58 - zaobao - Excel

Bayesian estimation of the Gaussian mixture GARCH model
2 个回复 - 1021 次查看【作者(必填)】 [*]María Concepción Ausína, , , [*]Pedro Galeanob 【文题(必填)】 Bayesian estimation of the Gaussian mixture GARCH model 【年份(必填)】 2007 【全文链接或数据库名称(选填)】ht ...2014-7-20 17:20 - galilee - 求助成功区

Bayesian estimation and comparison of MGARCH and MSV models via WinBUGS
0 个回复 - 1395 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

Bivariate GARCH estimation of the optimal hedge ratios for stock index futures
1 个回复 - 1011 次查看【作者(必填)】Tae H. Park;Lorne N. Switzer 【文题(必填)】Bivariate GARCH estimation of the optimal hedge ratios for stock index futures: A note 【年份(必填)】1995年【全文链接或数据库名称(选填) ...2014-7-30 13:29 - hejihai - 求助成功区

Bayesian estimation of a Markov-switching threshold asymmetric GARCH model
2 个回复 - 1133 次查看【作者(必填)】David Ardia 【文题(必填)】Bayesian estimation of a Markov-switching threshold asymmetric GARCH model with Student-t innovations 【年份(必填)】2008 【全文链接或数据库名称(选填 ...2014-7-7 23:29 - lipj - 求助成功区

[Research Paper]Estimation of Markov Chain Transition Probabilities and Rates
0 个回复 - 850 次查看 Estimation of Markov Chain Transition Probabilities and Rates from Fully and Partially Observed Data: Uncertainty Propagation, Evidence Synthesis, and Model Calibration Nicky J. Welton,A. E. Ades ...2014-6-15 14:57 - Nicolle - winbugs及其他软件专版

(free)Financial Risk Management with Bayesian Estimation of GARCH Models
21 个回复 - 5083 次查看 ~~~~~~~~~~~~~2009-8-13 06:16 - yhongl12 - 金融学（理论版）

Multivariate GARCH models -- software choice and estimation issues
2 个回复 - 1696 次查看 Multivariate GARCH models -- software choice and estimation issues2010-2-11 14:22 - hardmann - EViews专版

求助bivariate garch estimation of the optimal commodity futures hedge
2 个回复 - 980 次查看 2013-9-6 18:09 - a1498318 - 学术道德监督

Estimation and Inference Under Simple Order Restrictions: Hierarchical Bayesian
3 个回复 - 796 次查看【作者(必填)】 Adetayo Kasim, Ziv Shkedy, Bernet S. Kato 【文题(必填)】 Estimation and Inference Under Simple Order Restrictions: Hierarchical Bayesian Approach 【年份(必填)】 2012 ...2012-12-25 17:37 - hfshi - 求助成功区

求助一篇文献 QML ESTIMATION OF A CLASS OF MULTIVARIATE ASYMMETRIC GARCH MODELS
1 个回复 - 994 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

Whittle estimation of ARCH models
3 个回复 - 869 次查看【作者(必填)】Giraitis, L.& P.M. Robinson 【文题(必填)】Whittle estimation of ARCH models 【年份(必填)】2001 【全文链接或数据库名称(选填)】2013-1-27 21:57 - muddyman - 求助成功区

[分享]Bayesian estimation of a Markov-switching threshold asymmetric GARCH model w
5 个回复 - 4430 次查看 Econometrics Journal 09年最新文章6Bayesian estimation of a Markov-switching threshold asymmetric GARCH model with Student-t innovatio2009-4-21 01:22 - ccsxghcwb - 计量经济学与统计软件

【下载】Financial Risk Management with Bayesian Estimation of GARCH Models
10 个回复 - 3028 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

用Matlab编的一个小程序A Matlab Toolbox for Univariate GARCH estimation
12 个回复 - 5139 次查看 2007-5-22 22:00 - fmj156773476 - MATLAB等数学软件专版

Efficient estimation of copula-GARCH models
2 个回复 - 1706 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 - 1516 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

Matlab中做GARCH Estimation
2 个回复 - 5582 次查看可以参见我的博客：http://hi.baidu.com/%B5%E7%C4%D4%BE%AB%C1%E9ghost/blog/item/d49bb68b6d83ec779e2fb49d.htmlMatlab中做GARCH Estimation先看懂matlab中的帮助：U(t) = sqrt(H(t))*v(t), where v(t) is an i.i. ...2009-5-23 17:04 - yhw1234 - 计量经济学与统计软件

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