Halcyon
发表于 2025-3-21 17:51:57
书目名称Estimation in Conditionally Heteroscedastic Time Series Models影响因子(影响力)<br> http://figure.impactfactor.cn/if/?ISSN=BK0315782<br><br> <br><br>书目名称Estimation in Conditionally Heteroscedastic Time Series Models影响因子(影响力)学科排名<br> http://figure.impactfactor.cn/ifr/?ISSN=BK0315782<br><br> <br><br>书目名称Estimation in Conditionally Heteroscedastic Time Series Models网络公开度<br> http://figure.impactfactor.cn/at/?ISSN=BK0315782<br><br> <br><br>书目名称Estimation in Conditionally Heteroscedastic Time Series Models网络公开度学科排名<br> http://figure.impactfactor.cn/atr/?ISSN=BK0315782<br><br> <br><br>书目名称Estimation in Conditionally Heteroscedastic Time Series Models被引频次<br> http://figure.impactfactor.cn/tc/?ISSN=BK0315782<br><br> <br><br>书目名称Estimation in Conditionally Heteroscedastic Time Series Models被引频次学科排名<br> http://figure.impactfactor.cn/tcr/?ISSN=BK0315782<br><br> <br><br>书目名称Estimation in Conditionally Heteroscedastic Time Series Models年度引用<br> http://figure.impactfactor.cn/ii/?ISSN=BK0315782<br><br> <br><br>书目名称Estimation in Conditionally Heteroscedastic Time Series Models年度引用学科排名<br> http://figure.impactfactor.cn/iir/?ISSN=BK0315782<br><br> <br><br>书目名称Estimation in Conditionally Heteroscedastic Time Series Models读者反馈<br> http://figure.impactfactor.cn/5y/?ISSN=BK0315782<br><br> <br><br>书目名称Estimation in Conditionally Heteroscedastic Time Series Models读者反馈学科排名<br> http://figure.impactfactor.cn/5yr/?ISSN=BK0315782<br><br> <br><br>
Pedagogy
发表于 2025-3-21 22:56:51
0930-0325 stic recurrence equations. Proofs and arguments are given wherever possible in full mathematical rigour. Moreover, the theory is illustrated by examples and simulation studies. .978-3-540-21135-8978-3-540-26978-6Series ISSN 0930-0325 Series E-ISSN 2197-7186
石墨
发表于 2025-3-22 04:11:32
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遗传
发表于 2025-3-22 08:08:33
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Perennial长期的
发表于 2025-3-22 10:40:06
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多产鱼
发表于 2025-3-22 15:07:49
,Whittle Estimation in a Heavy—tailed GARCH(1,1) Model,
多产鱼
发表于 2025-3-22 17:06:34
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匍匐前进
发表于 2025-3-22 23:32:01
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Amendment
发表于 2025-3-23 04:50:13
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ineptitude
发表于 2025-3-23 06:22:55
https://doi.org/10.1007/b138400Estimator; Financial Time Series; Fitting; GARCH; Likelihood; Parameter; innovation; time series; volatility