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结果：找到“NA garch”相关内容72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 quantitive
7 个回复 - 2258 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

Dynamic risk spillovers from oil to stock markets: Fresh evidence from GARCH cop
1 个回复 - 284 次查看【作者(必填)】 22 【文题(必填)】 Dynamic risk spillovers from oil to stock markets: Fresh evidence from GARCH copula quantile regression-based CoVaR model【年份(必填)】 22 【全文链接或数据库名称( ...2023-7-14 21:44 - internet.hzx - 求助成功区

Modelling multivariate skewness in financial returns: a SGARCH approach
3 个回复 - 1264 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

Strict stationarity and mixing properties of asymmetric power GARCH models allow
3 个回复 - 861 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

A conditional-SGT-VaR approach with alternative GARCH models
3 个回复 - 302 次查看【作者(必填)】 77 【文题(必填)】 A conditional-SGT-VaR approach with alternative GARCH models【年份(必填)】 77 【全文链接或数据库名称(选填)】https://linkspringer.53yu.com/article/10.1007/s10479-0 ...2023-1-16 01:30 - internet.hzx - 求助成功区

Linear Models and Time-Series Analysis: Regression, ANOVA, ARMA and GARCH
5 个回复 - 3773 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

Superstitious seasonality in precious metals markets? Evidence from GARCH models
1 个回复 - 560 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 - 22292 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）

The Volatility and Density Prediction Performance of Alternative GARCH Models
3 个回复 - 612 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

建立GARCH检验ARCH效应显示Error in na.fail.default(as.ts(x)) : 对象里有遺漏值
2 个回复 - 413 次查看 2023-2-24 18:52 - harry== - R语言论坛

做GARCH模型的时候提示system is computationally singular
3 个回复 - 7810 次查看利用R进行GARCH回归，数据是从2012年5月至今的离岸人民币数据（CNH即期），之前都还好，不过在拟合GARCH的时候系统提示： Error in solve.default(fit$hessian) : system is computationally singular: recipro ...2016-6-17 23:57 - 九玄CC - R语言论坛

NAGARCHSK模型的软件估计
7 个回复 - 3537 次查看请问有大神知道如何在Eviews Stata Matlab 或者R语言中有哪些可以估计 NAGARCHSK模型的参数和置信区间（或者方差）吗？ NAGARCHSK模型也就是在GARCH模型中同时加入偏度和峰度方程，同时残差的分布设定也是一个特定的 ...2016-2-16 15:32 - 点点DD - 计量经济学与统计软件

求问R中GARCH拟合时有关NAN的报错
5 个回复 - 12539 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 - 1431 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

如何在EViews中建立NAGARCH模型？
1 个回复 - 654 次查看问题：如何在EViews中建立NAGARCH模型？我在网上没有找到关于NAGARCH模型的操作实例，只找到了相关论文对它的解释，但还是不懂如何建模使用，希望大家能帮忙解答一下，谢谢大家！2021-8-15 10:06 - 15018360388 - 灌水吧

DCC－GARCH的AR阶数填2，输入theta的结果页都是NA，怎么办
1 个回复 - 936 次查看如图，我的两组序列都满足ARMA(2,2),但是到了DCC-GARCH的时候，AR选除了0以外的数都没有结果，这是怎么回事2021-3-12 19:00 - DCC-GARCH - EViews专版

winrats做bekk导入股市数据出现问题，由于各种假期出现各种na值，做不了garch
4 个回复 - 1341 次查看如题，用winrats导入股票市场数据想做个bekkgarch,试了很多次不管怎么导入都会出现na值，求设置方法首先，我的数据从2013年八月九号开始，那天是星期五。如果以周为单位，前四天就是na,不知道这个有没有影响。其 ...2019-12-27 11:44 - cq001808 - 悬赏大厅

GARCH Models: Structure, Statistical Inference and Financial Applications
3 个回复 - 861 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 - 2933 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）

Modelling the dynamics of Bitcoin and Litecoin: GARCH versus stochastic volatili
2 个回复 - 374 次查看【作者(必填)】Aviral Kumar TiwariDepartment of Finance, Law and Control, Montpellier Business School, Montpellier, FranceCorrespondenceaviral.eco@gmail.com https://orcid.org/0000-0002-1822-9263[/back ...2019-11-6 11:05 - hnhs100 - 文献求助专区

完全复制GARCH for Irregularly Spaced Financial Data The ACD-GARCH Model的代码
1 个回复 - 1431 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

Capturing volatility persistence: a dynamically complete realized EGARCH-MIDAS
4 个回复 - 958 次查看【作者(必填)】Daniel Borup[/backcolor] 【文题(必填)】Capturing volatility persistence: a dynamically complete realized EGARCH-MIDAS model 【年份(必填)】2019 【全文链接或数据库名称(选填)】http ...2019-8-22 15:22 - hnhs100 - 求助成功区

Dynamic Copula-Based GARCH Model Analysis China Outbound Tourism Demand
2 个回复 - 1368 次查看【作者(必填)】 [*]Jiechen Tang, [*]Songsak Sriboonditta, [*]Xinyu Yuan, [*]Berlin Wu 【文题(必填)】Dynamic Copula-Based GARCH Model Analysis China Outbound Tourism Demand 【年份(必填)】Inn ...2014-5-21 22:30 - nkky2011 - 求助成功区

Measuring rank correlation coefficients between financial time series: A GARCH-c
2 个回复 - 390 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

Dynamic_Copula_Toolbox_2.0 下载 GARCH(1,1)-t-Copula
57 个回复 - 23329 次查看最近在做这方面的论文，Dynamic_Copula_Toolbox_2.0（MATLAB）里面有这方面的介绍，我昨天下了，有概率积分转换的代码，今天考中行没整，明天准备整成我论文需要的代码。 http://www.mathworks.com/products/ ...2009-12-28 01:19 - quarky - MATLAB等数学软件专版

GARCH Models: Structure, Statistical Inference and Financial Applications, 2nd e
7 个回复 - 1627 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 - 1091 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

GARCH Models: Structure, Statistical Inference and Financial Applications
8 个回复 - 3549 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

The Copula-GARCH model of conditional dependencies: An international stock marke
2 个回复 - 959 次查看【作者(必填)】 Eric Jondeau , Michael Rockinger【文题(必填)】 The Copula-GARCH model of conditional dependencies: An international stock market application【年份(必填)】 2006 【全文链接或数据库名称 ...2016-7-21 18:50 - internet.hzx - 求助成功区

Confidence Intervals for Conditional Tail Risk Measures in ARMA–GARCH Models
1 个回复 - 720 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

Monitoring distributional changes of squared residuals in GARCH models
1 个回复 - 430 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

An analytical approximation for the GARCH option pricing model,作者：JC Duan ，
1 个回复 - 980 次查看【作者(必填)】 JC Duan， G Gauthier， JG Simonato 【文题(必填)】 An Analytical Approximation for the GARCH Option Pricing Model Journal of Computational Finance【年份(必填)】 2000 【全文链接或数据 ...2017-12-8 10:26 - 泽纳苍穹 - 文献求助专区

GARCH Models Structure Statistical Inference&Financial Applications
13 个回复 - 4343 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

Option Pricing with the Realized GARCH Model: An Analytical Approximation Approa
1 个回复 - 550 次查看【作者(必填)】 [*]Zhuo Huang, [*] [*] [*]Tianyi Wang, [*] [*] [*] [*]Peter Reinhard Ha 【文题(必填)】Option Pricing with the Realized GARCH Model: An Analytical Approxim ...2017-10-20 09:23 - hnhs100 - 求助成功区

The Threshold GARCH Model: Estimation and Density Forecasting for Financial Retu
4 个回复 - 462 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

[求助]，Eviews的IGARCH模型为什么会出现NA
0 个回复 - 1091 次查看 2017-9-7 10:06 - lhclll - EViews专版

Bootstrapping Stationary ARMA-GARCH Models
27 个回复 - 1200 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 - 717 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

A power GARCH examination of the gold market
1 个回复 - 682 次查看【作者(必填)】 Edel Tully, , Brian M. Lucey1 【文题(必填)】 A power GARCH examination of the gold market 【年份(必填)】 2007 【全文链接或数据库名称(选填)】 http://xueshu.baidu.com/s?wd=paperuri ...2017-5-1 23:18 - internet.hzx - 求助成功区

Empirical analysis of ARMA-GARCH models in market risk estimation on high-freque
5 个回复 - 1084 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 - 1081 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

NAGARCHSK模型参数估计
3 个回复 - 2409 次查看有哪位高手知道如何利用EVIEWS软件估计NAGARCHSK模型参数，即在GARCH模型中同时加入偏度和峰度方程？急用。谢谢！2012-7-12 21:11 - wangxd123 - 学术道德监督

gjr garch模型估计出现na
0 个回复 - 2023 次查看 gjr garch模型估计出现na。。 WARNING: Singular covariance - coefficients are not unique 求大神帮忙。。。2015-10-27 21:28 - 812542250 - EViews专版

ARMA-GARCH模型出现NAs
8 个回复 - 6289 次查看各位大神，本人在进行ARMA-GARCH模型时，发现程序出现以下问题： > m4 m5 m6|t|) mu 2.916e-02 9.786e-04 29.802015-9-14 10:55 - iwoo - R语言论坛

Varying conditional correlation multivariate GARCH models
7 个回复 - 2398 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

Ucsd_garch工具包中的diagonal_bekk_mvgarch模型运行时出现院程序错误的问题怎么解决
1 个回复 - 1577 次查看我想利用diagonal_bekk_mvgarch模型，估计沪深300指数及沪深300股指期货收益率的关系，利用 Kevin Sheppard的Ucsd_garch工具包中的diagonal_bekk_mvgarch模型时，出现如上图中的问题，同学说这是原程序有问题，需 ...2014-8-9 10:41 - 湘月 - 数据交流中心

Volatility PredictionA Comparison of the Stochastic Volatility, GARCH (1,1) and
2 个回复 - 1058 次查看【作者(必填)】 Ronald C . Heynen and Harry M . Kat 【文题(必填)】Volatility PredictionA Comparison of the Stochastic Volatility, GARCH (1,1) and EGARCH (1,1) Models 【年份(必填)】1994 【全 ...2014-4-2 12:14 - 迷途mitu - 求助成功区

Generalized EGARCH Random Effect Models Application to Financial Time Series
1 个回复 - 1055 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

EmpiricalAnalysis of Stock Index Futures Risk Management Based on CVaR-GARCH-GED
2 个回复 - 1269 次查看【作者(必填)】 [*]Xiao-bo Zhang 【文题(必填)】Empirical Analysis of Stock Index Futures Risk Management Based on CVaR-GARCH-GED Model 【年份(必填)】Proceedings of 20th International Conferenc ...2014-5-21 22:43 - nkky2011 - 求助成功区

(free)Financial Risk Management with Bayesian Estimation of GARCH Models
21 个回复 - 5209 次查看 ~~~~~~~~~~~~~2009-8-13 06:16 - yhongl12 - 金融学（理论版）

【求EGARCH专家】怎么计算unconditional variance 的期望值？
0 个回复 - 2191 次查看在网上找到了，计算GARCH的unconditional variance 的期望的公式 E(sigma^2)=omega/(1-alpha-beta) 请问 EGARCH中的unconditional variance 的期望值是怎么计算的呢？2014-3-4 08:43 - 心声聆听┌ - 计量经济学与统计软件

16、Modeling natural gas market volatility using GARCH with －请caiwh关注下
1 个回复 - 657 次查看【作者(必填)】Xiaodong Lva, c, , , , Xian Shanb 【文题(必填)】Modeling natural gas market volatility using GARCH with different distributions 【年份(必填)】Physica A: Statistical Mechanics and it ...2013-10-1 18:58 - 真龙121 - 求助成功区

请教garch如何输出conditional variance?
5 个回复 - 4551 次查看如题。用garch model ，如何输出估计出的条件方差呢？先谢过~~2011-12-27 22:11 - nkbluecrystal - SAS专版

我在用R做seasonal ARMA GARCH 时遇到如下问题，请求帮助
24 个回复 - 7543 次查看 ################Log likelihood of SKT-Garch(1,1) Model################## loglik.sktgarch2012-4-5 14:43 - tangjiechen - MATLAB等数学软件专版

Dynamic Conditional Correlation - A Simple Class Of Multivariate Garch Models
2 个回复 - 1759 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

在R里面用garchFit，参数出现NaNs怎么处理呢。。
1 个回复 - 9631 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 - 3380 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 - 3144 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

推荐一片好文章《A multivariate GARCH model of international transmissions of internation
3 个回复 - 2495 次查看推荐一片好文章《A multivariate GARCH model of international transmissions of international transmissions of stock returns and volatility: the case of the united states and canada》。找了很久才找到。 ...2007-3-5 22:09 - 兰特 - EViews专版

Original Papers of GARCH: Engle(1982),Bollerslev(1986)
3 个回复 - 3808 次查看 Very classical papers that every Econometrics student should read2008-6-19 21:52 - Cathylee - MATLAB等数学软件专版

[下载]Volatility Forecasts in Financial Time Series with HMM-GARCH Model
5 个回复 - 4167 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

[推荐]Tim BOLLERSLEV的GARCH原文（GENERALIZED AUTOREGRESSIVE CONDITIONAL）
10 个回复 - 3962 次查看 Introduction： A natural generalization of the ARCH (Autoregressive Conditional Heteroskedastic) processintroduced in Engle (1982) to allow for past conditional variances ...2008-11-2 22:35 - pandasasa - 计量经济学与统计软件

求助：如何用sas求EGARCH的conditional variance
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求论文一篇：CONDITIONAL QUANTILE ESTIMATION FOR GARCH MODELS
4 个回复 - 1559 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

关于 forecast conditional volatility by Garch model在eviews工具中如何做?
1 个回复 - 5370 次查看小弟正在做相关论文,对于ｅｖｉｅｗｓ不太熟悉,想知道在ｅｖｉｅｗｓ中假设我有一个２０００　ｏｂｓ的ｓａｍｐｌｅ我用ｇａｒｃｈ１,１　ｅｓｔｉｍａｔｅ　１-１５００然后想ｆｏｒｅｃａｓｔ　后面５００个的ou ...2010-7-28 03:56 - rexcn2000 - EViews专版

求 Engle的Dynamic Conditional Correlation Multivariate GARCH
1 个回复 - 2434 次查看想找Engle, R.F. and Sheppard, K.(2001)的“Theoretical and empirical properties of dynamic conditional correlation multivariate GARCH”，有哪位好人提供一下，谢谢！悬赏价格：3个论坛币。2010-3-13 21:23 - rainbowyan - 计量经济学与统计软件

Dictators and Oligarchs: A Dynamic Theory of Contested Property Rights
0 个回复 - 231 次查看 2005-3-9 17:01 - 合规管理148 - Forum

Nonstationary ARCH and GARCH with t-distributed Innovations-非平稳ARCH和GARCH与t分布创新
0 个回复 - 210 次查看 2004-11-30 20:14 - 开题报告范文525 - Forum

Nonstationary ARCH and GARCH with t-distributed Innovations
0 个回复 - 217 次查看 2004-11-30 09:02 - 年度财务报告898 - Forum

Asymptotic Theory for the QMLE in GARCH-X Models with Stationary and Non-St...
0 个回复 - 251 次查看 2004-11-17 16:37 - 金融基金342 - Forum

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