ARMA-GARCH models.pdf
基于平稳ARMA-GARCH模型的bootstrapping方法
arma.garch.doc
详细的Arma-Garch模型的构建过程,即事后检验。
MCMC-based estimation of Markov Switching ARMA-GARCH models.pdf
307272.pdf
[分享]Finite Mixture of ARMA-GARCH Model for Stock Price Prediction