搜索资源列表
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- 基于GARCH族模型对中国股市波动的分析与预测.-GARCH based model for Chinese stock market analysis and forecast.
ARMAX_GARCH_K_SK_Toolbox
- garch族（garch,garchs,garchsk,gjr）模型的参数模拟，以及风险值 VaR 在不同水平下的估算。(garch group (garch, garchs, garchsk, gjr) parameters of the simulation model, and the estimated risk value VaR at different levels.)
第2版课后习题工作文件
- 时间序列garch模型，平稳性，arch效应，garch族(garch model Egarch Igarch)
final-t-p
- 滚动样本+中小板指数+GARCH族+赤迟信息准则(rolling sample test GARCH model)