结果：找到“nan garch”相关内容19个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”
BEKK-GARCH模型做风险溢出效应分析： R with application to financial quantitive7 个回复 - 2148 次查看 BEKK-GARCH模型做风险溢出效应分析： R with application to financial quantitive analysis BEKK-GARCH模型做风险溢出效应分析： R with application to financial quantitive analysis[/backcolor] 1. 模型程 ...2020-1-12 16:56 - Mujahida - 现金交易版
Modelling multivariate skewness in financial returns: a SGARCH approach
3 个回复 - 1227 次查看 【作者(必填)】 Giovanni De Lucaa* & Nicola Loperfidob 【文题(必填)】 Modelling multivariate skewness in financial returns: a SGARCH approach【年份(必填)】 2011 【全文链接或数据库名称(选填)】http: ...2015-12-4 13:17 - internet.hzx - 求助成功区
3 个回复 - 1227 次查看 【作者(必填)】 Giovanni De Lucaa* & Nicola Loperfidob 【文题(必填)】 Modelling multivariate skewness in financial returns: a SGARCH approach【年份(必填)】 2011 【全文链接或数据库名称(选填)】http: ...2015-12-4 13:17 - internet.hzx - 求助成功区
求问R中GARCH拟合时有关NAN的报错
5 个回复 - 12366 次查看 如题， R中GARCH拟合时有关NAN的报错应该如何解决？谢谢 m1=garchFit(~garch(1,1),data=logret,trace=F)## Fit a GARCH (1, 1) model Warning message: In sqrt(diag(fit$cvar)) : NaNs produced2015-5-20 10:10 - tiramisung - R语言论坛
5 个回复 - 12366 次查看 如题， R中GARCH拟合时有关NAN的报错应该如何解决？谢谢 m1=garchFit(~garch(1,1),data=logret,trace=F)## Fit a GARCH (1, 1) model Warning message: In sqrt(diag(fit$cvar)) : NaNs produced2015-5-20 10:10 - tiramisung - R语言论坛
拟合ged分布下的arma-garch模型时结果出现nan是什么原因呀
2 个回复 - 1356 次查看 代码如下： specs = ugarchspec(variance.model=list(model="fGARCH", garchOrder=c(1,1), submodel = "TGARCH"), mean.model=list(armaOr ...2021-11-19 23:17 - fushouhui8 - R语言论坛
2 个回复 - 1356 次查看 代码如下： specs = ugarchspec(variance.model=list(model="fGARCH", garchOrder=c(1,1), submodel = "TGARCH"), mean.model=list(armaOr ...2021-11-19 23:17 - fushouhui8 - R语言论坛
【首发免费】Wiley - ARCH Models for Financial Applications (附GARCH Models）
121 个回复 - 21859 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）
121 个回复 - 21859 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）
GARCH Models: Structure, Statistical Inference and Financial Applications
3 个回复 - 821 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
3 个回复 - 821 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
【2018新书】A Permanent Crisis: The Financial Oligarchy’s Seizing of Power ...
14 个回复 - 2806 次查看 A Permanent Crisis: The Financial Oligarchy’s Seizing of Power and the Failure of Democracy by Marc Chesney (Author) About the Author Marc Chesney is Professor of Finance and Director of the Dep ...2018-10-2 11:51 - slowry - 金融学（理论版）
14 个回复 - 2806 次查看 A Permanent Crisis: The Financial Oligarchy’s Seizing of Power and the Failure of Democracy by Marc Chesney (Author) About the Author Marc Chesney is Professor of Finance and Director of the Dep ...2018-10-2 11:51 - slowry - 金融学（理论版）
完全复制GARCH for Irregularly Spaced Financial Data The ACD-GARCH Model的代码1 个回复 - 1376 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
Measuring rank correlation coefficients between financial time series: A GARCH-c
2 个回复 - 365 次查看 【作者(必填)】 23 【文题(必填)】 Measuring rank correlation coefficients between financial time series: A GARCH-copula based sequence alignment algorithm【年份(必填)】 23 【全文链接或数据库名称(选 ...2019-5-29 00:41 - internet.hzx - 求助成功区
2 个回复 - 365 次查看 【作者(必填)】 23 【文题(必填)】 Measuring rank correlation coefficients between financial time series: A GARCH-copula based sequence alignment algorithm【年份(必填)】 23 【全文链接或数据库名称(选 ...2019-5-29 00:41 - internet.hzx - 求助成功区
GARCH Models: Structure, Statistical Inference and Financial Applications, 2nd e
7 个回复 - 1549 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）
7 个回复 - 1549 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）
GARCH Models: Structure, Statistical Inference and Financial Applications
8 个回复 - 3472 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
8 个回复 - 3472 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
GARCH Models Structure Statistical Inference&Financial Applications
13 个回复 - 4244 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
13 个回复 - 4244 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
The Threshold GARCH Model: Estimation and Density Forecasting for Financial Retu
4 个回复 - 444 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
4 个回复 - 444 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
Generalized EGARCH Random Effect Models Application to Financial Time Series
1 个回复 - 1029 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
1 个回复 - 1029 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
(free)Financial Risk Management with Bayesian Estimation of GARCH Models
21 个回复 - 5085 次查看 ~~~~~~~~~~~~~2009-8-13 06:16 - yhongl12 - 金融学（理论版）
21 个回复 - 5085 次查看 ~~~~~~~~~~~~~2009-8-13 06:16 - yhongl12 - 金融学（理论版）
在R里面用garchFit，参数出现NaNs怎么处理呢。。
1 个回复 - 9501 次查看 有检查过我的时间序列，确实存在 在某一个时间之后，方差开始明显增大的情况。见过有建议用一阶导数继续garchFit的。。 可我用了导数之后，garch(1,1)确实没有NaNs了，但若想用高阶的garch模型，就仍然有NaNs。。。 ...2012-6-15 10:27 - 夜萱 - R语言论坛
1 个回复 - 9501 次查看 有检查过我的时间序列，确实存在 在某一个时间之后，方差开始明显增大的情况。见过有建议用一阶导数继续garchFit的。。 可我用了导数之后，garch(1,1)确实没有NaNs了，但若想用高阶的garch模型，就仍然有NaNs。。。 ...2012-6-15 10:27 - 夜萱 - R语言论坛
Markov-switching GARCH models in finance:
5 个回复 - 3322 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
5 个回复 - 3322 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 - 3030 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
10 个回复 - 3030 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
[下载]Volatility Forecasts in Financial Time Series with HMM-GARCH Model
5 个回复 - 4117 次查看 Abstract. Nowadays many researchers use GARCH models to generatevolatility forecasts. However, it is well known that volatility persistence,as indicated by the sum of the two parameters G1 and A1[1] ...2006-10-27 14:34 - xuelida - 计量经济学与统计软件
5 个回复 - 4117 次查看 Abstract. Nowadays many researchers use GARCH models to generatevolatility forecasts. However, it is well known that volatility persistence,as indicated by the sum of the two parameters G1 and A1[1] ...2006-10-27 14:34 - xuelida - 计量经济学与统计软件
