您好,请问怎么提取GARCH模型中时变的均值
dcc-garch原理简介和模型实现一、原理 DCC-GARCH(DynamicConditional Corelational Autoregressive Conditional Heteroscedast...
您好,请问怎么提取GARCH模型中时变的均值
dcc-garch原理简介和模型实现一、原理 DCC-GARCH(DynamicConditional Corelational Autoregressive Conditional Heteroscedast...
一、原理 DCC-GARCH(DynamicConditional Corelational Autoregressive Conditional Heteroscedast...