| 释义 |
egarchBNC²³⁶²¹³⁺¹
例句
Based on VAR- BV EGARCH model which introduces interest rate as exogenous variable in the first time, this paper studies on the spillover effects between Chinese convertible bonds and stock markets.
将利率作为外生变量，运用 VAR- BV EGARCH模型对可转债市场与股票市场之间的溢出效应进行研究。 journal.bit.edu.cn
This paper examines the asymmetry problems of Shanghai and Hongkong stock markets with EGARCH- GED model, and divides the volatility cycles by use of BB law.
利用改进的 BB法则划分股市的波动周期，运用 EGARCH- GED模型比较研究了上海和香港股票市场的非对称性问题。 dictall |