我要沮丧
发表于 2025-3-25 06:12:08
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休闲
发表于 2025-3-25 11:08:23
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FAZE
发表于 2025-3-25 13:10:05
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不容置疑
发表于 2025-3-25 18:00:47
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linear
发表于 2025-3-25 20:55:21
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ABIDE
发表于 2025-3-26 02:12:01
ARCH Models and Extensions,plications. It became obvious that a powerful model class was developed that copes with the most important feature of financial time series, namely conditional heteroskedasticity. Especially after the fall of Bretton Woods and the subsequent free-floating period of exchange rates in the seventies, s
路标
发表于 2025-3-26 06:12:26
Nonparametric and Semiparametric Models,The GARCH model fit outperformed the IGARCH and EGARCH model fits. Based on this analysis one might conclude that the conditional variance of FX returns is neither integrated (permanent memory), nor asymmetric. To show that this conclusion would be rash is the objective of this chapter.
含铁
发表于 2025-3-26 10:11:16
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prolate
发表于 2025-3-26 14:44:15
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任命
发表于 2025-3-26 18:13:48
Conclusions and Outlook,ncy blocks, i.e. Dollar, Euro and Yen, is very likely to remain on a high level due to the discrepancies of the macroeconomic policies in these regions. Therefore, a correct understanding of the dynamic properties of volatility is crucial for reliable prediction of financial time series, which serves as the basis for policymaking.