The paper analyzes the advantage of FIGARCH model over other traditional conditionalvariant models from not only model describing but also for...
文章还分析了FIGARCH模型与传统的条件方差模型相比,在模型描述和预测上所体现出的优越性。
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The paper analyzes the advantage of FIGARCH model over other traditional conditionalvariant models from not only model describing but also forecasting.