GARCH-GED相关论文
GARCH model under the assumption of generalized error distribution(GED) is used to obtain the daily-volatility of log-re......
本文基于混合Copula函数和GARCH模型,分别用GARCH-GED和EGARCH-GED模型描述黄金、股票金融收益序列的边缘分布,运用混合Copula对黄......