In this article, the author concerned with a better description of the volatility and correlations under multivariate GARCH model compared with univariate GARCH model.
The results showed that not only the univariate linear model but also the binary linear model has fairly great multiple correlation coefficient and fairly high significant level.
建模结果表明，不论一元线性模型或二元线性模型均取得了较大的复相关系数与较高的显著水平。
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To summarize the univariate extreme value distribution models and put forward a Combined distribution model, which is suitable for statistical analysis of storm surge in typhoon-effected area.