结果:找到“GAS garch”相关内容8个,排序为按回复时间降序,搜索更多相关帖子请点击“高级
GAS and GARCH based value-at-risk modeling of precious metals
2 个回复 - 240 次查看 【作者(必填)】 22 【文题(必填)】 GAS and GARCH based value-at-risk modeling of precious metals【年份(必填)】 22 【全文链接或数据库名称(选填)】 https://www.sciencedirect.com/science/article/abs/p ...2023-11-21 14:05 - internet.hzx - 求助成功区
Forecasting volatilities of oil and gas assets: A comparison of GAS, GARCH, and
2 个回复 - 290 次查看 【作者(必填)】 22 【文题(必填)】 Forecasting volatilities of oil and gas assets: A comparison of GAS, GARCH, and EGARCH models【年份(必填)】 222 【全文链接或数据库名称(选填)】https://onlinelibrar ...2023-11-18 23:58 - internet.hzx - 求助成功区
Measuring tail risk with GAS time varying copula, fat tailed GARCH model and hed
3 个回复 - 1153 次查看 【作者(必填)】 23 【文题(必填)】 Measuring tail risk with GAS time varying copula, fat tailed GARCH model and hedging for crude oil futures【年份(必填)】 23 【全文链接或数据库名称(选填)】https:// ...2021-3-17 22:51 - internet.hzx - 求助成功区
Measuring tail risk with GAS time varying copula, fat tailed GARCH model and hed
1 个回复 - 502 次查看 【作者(必填)】 23 【文题(必填)】 Measuring tail risk with GAS time varying copula, fat tailed GARCH model and hedging for crude oil futures【年份(必填)】 23 【全文链接或数据库名称(选填)】https:// ...2021-2-24 13:10 - internet.hzx - 求助成功区
16、Modeling natural gas market volatility using GARCH with -请caiwh关注下
1 个回复 - 652 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
GAS and GARCH based value-at-risk modeling of precious metals
2 个回复 - 197 次查看 【作者(必填)】 22 【文题(必填)】 GAS and GARCH based value-at-risk modeling of precious metals【年份(必填)】 22 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/article/abs/pii ...2023-11-21 14:04 - internet.hzx - 求助成功区
如何才能实现基于广义自回归模型GAS与GARCH模型的结合?
2 个回复 - 642 次查看 如何才能实现基于广义自回归模型GAS与GARCH模型的结合?尤其是R程序实现。..2021-12-10 16:01 - Camera_TJ - 数据交流中心
求!R语言怎么做基于广义非对称学生t(GAST)分布的garch模型??还有分布的后验分析
2 个回复 - 1148 次查看 想做不同分布下的gjrGARCH模型,但rugarch包里找不到GAST分布,求问R语言大神!2018-12-4 20:28 - ps不了情 - R语言论坛