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MRS-GARCH 模型在沪深股指波动中的应用研究 - MaRDI portal

MRS-GARCH 模型在沪深股指波动中的应用研究 (Q2992601)

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MRS-GARCH 模型在沪深股指波动中的应用研究
scientific article

    Statements

    author
    Juan Wang
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    Rui Li
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    publication date
    10 August 2016
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    zbMATH Keywords
    MRS-GARCH model
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    Gibbs sampling
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    EM algorithm
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    maximum likelihood estimation
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    volatility of stock market
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    title
    MRS-GARCH 模型在沪深股指波动中的应用研究 (English)
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    Identifiers

    Mathematics Subject Classification ID
    62P05
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    62F10
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    62M10
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    65C60
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    zbMATH DE Number
    6611401
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    OpenAlex ID
    W2565841109
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