搜索结果: 1-1 共查到“微观经济学 heteroskedasticity”相关记录1条 . 查询时间(0.078 秒)
Maximum entropy autoregressive conditional heteroskedasticity model
Maximum entropy density ARCH models Excess kurtosis Asymmetry Peakedness of distribution Stock returns data
2011/4/2
In many applications, it has been found that the autoregressive conditional heteroskedasticity (ARCH) model under the conditional normal or Student’s t distributions are not general enough to account ...