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1
ARCH Models for Financial Applications
Wiley
Evdokia Xekalaki
,
Stavros Degiannakis
arch
models
volatility
conditional
garch
variance
financial
ðtþ
s2t
ssize
journal
sample
function
matrix
vector
forecasts
option
1þ
estimated
risk
parameters
ð1
delete
forecasting
price
estimation
values
equation
standard
trading
arg
ftse100
step
garchobj
market
stock
standardized
1jt
daily
e2t
otherwise
residuals
statistics
realized
squared
ahead2
estimate
coef
p500
deviation
年:
2010
语言:
english
文件:
PDF, 6.57 MB
您的标签:
0
/
5.0
english, 2010
2
ARCH Models for Financial Applications
Wiley
Evdokia Xekalaki
,
Stavros Degiannakis
arch
models
volatility
conditional
garch
variance
financial
ðtþ
ssize
s2t
journal
sample
function
matrix
vector
forecasts
option
1þ
estimated
risk
parameters
ð1
delete
forecasting
price
estimation
values
equation
standard
trading
arg
ftse100
step
garchobj
market
stock
standardized
1jt
daily
otherwise
residuals
statistics
e2t
realized
squared
ahead2
estimate
coef
p500
deviation
年:
2010
语言:
english
文件:
PDF, 4.98 MB
您的标签:
0
/
0
english, 2010
3
ARCH Models for Financial Applications
Wiley
Evdokia Xekalaki
,
Stavros Degiannakis
arch
models
volatility
conditional
garch
variance
financial
ðtþ
s2t
ssize
journal
sample
function
matrix
vector
forecasts
option
1þ
estimated
risk
parameters
ð1
delete
forecasting
price
estimation
values
equation
standard
trading
arg
ftse100
step
garchobj
market
stock
standardized
1jt
daily
e2t
otherwise
residuals
statistics
realized
squared
ahead2
estimate
coef
p500
deviation
年:
2010
语言:
english
文件:
PDF, 6.57 MB
您的标签:
0
/
0
english, 2010
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