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FIGARCH
Web
条件异方差;条件异方差模型
Web Definition
1.
条件异方差
王春峰等(2OO4)应用分整自回归
条件异方差
(
FIGARCH
)模型研究了我国股市波动过程的长期记忆性。风险资产的评估与定价 …
www.docin.com
|
Based on 2 pages
2.
条件异方差模型
4.2.5 分形差分
条件异方差模型
(
FIGARCH
)46-48
cdmd.cnki.com.cn
|
Based on 1 page
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条件异方差
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条件异方差模型
条件异方差模型
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1.
FIGARCH
model
is
applied
to
measure
the
long
memory
property
in
volatility
.
应用
FIGARCH
模型
,
度量
其
波动
的
长
记忆
性
。
yìng yòng
FIGARCH
mó xíng
,
dù liàng
qí
bō dòng
de
cháng
jì yì
xìng
。
www.ceps.com.tw