搜索结果: 1-1 共查到“国际金融学 GARCH modelling”相关记录1条 . 查询时间(0.093 秒)
GARCH modelling in continuous time for irregularly spaced time series data
GARCH modelling continuous time irregularly spaced time series data
2010/12/17
The discrete-time GARCH methodology which has had such a profound influence on the modelling of heteroscedasticity in time series is intuitively well motivated in capturing many `stylized facts' conce...