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Time SeriesAsymptotic TheoryFinite Sample PropertiesUnit Root TestingStochastic VolatilityStructural BreaksGARCH ModelCritical ValuesMoving AverageNull HypothesisFractional IntegrationUnit Root TestNuisance ParameterMaximum Likelihood EstimatorFinancial Time SeriesGARCH ModelsTest StatisticsSignal ExtractionStructural BreakFractionally Integrated
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