基于DCC-偏tGARCH-CoVaR 模型的市场间动态风险溢出研究.pdf 时间序列分析
建立Garch模型族在EVIEWS中的操作,T-Garch,E-Garch,TGarch,EGarch.ppt Garch
Value at risk for repo interest rate based on TGARCH.pdf
Application of a TGARCH wavelet neural network to arbitrage trading in the metal.pdf
Zakoian(1994)提出的TGARCH模型.doc
中国股市波动率的双重不对称性及其解释_基于MS_TGARCH模型的MCMC估计和.pdf
stcode.zip
多元向量条件异方差13篇论文.rar
最近的ARCH类模型15多篇论文.rar