龙卷风 发表于 2025-3-26 22:39:50

http://reply.papertrans.cn/29/2812/281172/281172_31.png

seroma 发表于 2025-3-27 04:12:35

978-3-642-43654-3Springer-Verlag Berlin Heidelberg 2013

即席演说 发表于 2025-3-27 08:38:26

Gilles ZumbachThe volume discusses and works on several practical implication and gives a synthesis of the field.Important applications of the discrete ARCH framework are presented.A balanced presentation of both e

Euthyroid 发表于 2025-3-27 11:32:41

http://reply.papertrans.cn/29/2812/281172/281172_34.png

Pessary 发表于 2025-3-27 16:31:55

http://reply.papertrans.cn/29/2812/281172/281172_35.png

数量 发表于 2025-3-27 18:17:50

http://reply.papertrans.cn/29/2812/281172/281172_36.png

DAMN 发表于 2025-3-28 00:21:59

http://reply.papertrans.cn/29/2812/281172/281172_37.png

小画像 发表于 2025-3-28 02:17:46

Leverage Effect,o an increased volatility after a downward price move. The effect is studied quantitatively over multiple time scales for empirical data. The flexibility of the ARCH equations allows us to add easily such a dependency, so as to reproduce the empirical findings.

强制性 发表于 2025-3-28 06:55:17

http://reply.papertrans.cn/29/2812/281172/281172_39.png

RENAL 发表于 2025-3-28 12:41:22

http://reply.papertrans.cn/29/2812/281172/281172_40.png
页: 1 2 3 [4] 5 6 7
查看完整版本: Titlebook: Discrete Time Series, Processes, and Applications in Finance; Gilles Zumbach Book 2013 Springer-Verlag Berlin Heidelberg 2013 91B84, 91B70