Endoscope 发表于 2025-3-30 09:25:03

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lattice 发表于 2025-3-30 15:59:32

Long Memory Time Seriesods of time the volatility is typically stationary with “mean reverting” behaviour. Such series are reported to be characterized by distinct, but non-periodic, cyclical patterns and their behaviour is such that current values are not only influenced by immediate past values but values from previous time periods.

agglomerate 发表于 2025-3-30 17:41:16

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查看完整版本: Titlebook: Statistics of Financial Markets; An Introduction Jürgen Franke,Wolfgang Karl Härdle,Christian Matth Textbook 20154th edition Springer-Verla