Modelling financial time series using GARCH type models.pdf 上传者：qq_54132 2020-10-14 14:57:51上传 PDF文件 317.13KB 热度 41次 We show how the ARMA-Power GARCH model for the conditional mean and variance can be adapted to analyze times series data showing asymmetry. 下载地址 用户评论 更多下载 下载地址 立即下载 用户评论 发表评论
