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OrthogonalTGARCH
本文对@:AB及其衍变模型进行了分析和总结,提出了直交门槛一般化自回归条件异方差#< 90 8 17C
-D@:AB*模型。通过模型平稳性测试、@:效果检定、@:AB效果检定、模型阶数鉴定、模型参数估计与模型诊断对模型进行
评估,作者认为这种模型在估计投资组合资产收益的波动性上优越@:AB及其衍变模型。
(In this paper, @: AB model and its evolution are analyzed and summed up the proposed DC-AC threshold generalized autoregressive conditional heteroskedasticity# < 90 8 17C-D @: AB* model. Smooth adoption of the model testing, @: the effect of test, @: AB test the effect of model order identification, model parameter estimation and model diagnostics to assess the model, the authors suggest that this model portfolios in estimating the volatility of capital gains on the superior @ : AB and its evolution model.)
- 2009-05-30 12:36:07下载
- 积分:1
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imagecipher2
entropy analysis using matlab
- 2009-06-06 07:26:00下载
- 积分:1
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tangent_plane
在MATLAB7.0中,实现在三维数据中,插入斜面(using MATLAB7.0, show the plane in 3D image)
- 2009-06-06 12:13:21下载
- 积分:1
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Hys
hysteresis current control method
single phase inverter
current source
- 2010-06-01 14:50:09下载
- 积分:1
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qiueryuanf
描述华氏温百度向摄氏温度的转变的全部程序(Description Fahrenheit Baidu Celsius temperature change program)
- 2012-05-20 09:28:20下载
- 积分:1
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Breastcancerdataset
breast cancer dataset,是研究支持向量机,样本选择方法,核方法的一个非常重要的数据集(breast cancer dataset, is to examine the support vector machine, sample selection methods, nuclear methods of a very important data set)
- 2007-12-06 11:32:00下载
- 积分:1
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test
利用角椎體原理來做影像導航
只需要三個共同地標點即可以定位(Vertebral body angle to make use of the principle of image navigation only need three common punctuation that can be targeted to)
- 2008-12-29 15:40:04下载
- 积分:1
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1004.5367v1
有关可变码长的LDPC编码电路的设计与实现和一些相关的英文资料以及文献(LDPC)
- 2010-05-22 13:56:23下载
- 积分:1
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channel_impulse_response
大规模多输入多输出非平稳无线信道冲击响应(Large-scale multi-input multi-output non-stationary wireless channel impulse response)
- 2014-12-09 11:03:47下载
- 积分:1
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元胞自动机模型,模拟高层建筑火灾疏散场景
说明: 用蚁群算法做的人口疏散模型,用于消防疏散危机时的仿真系统(sxabxnjsxnxnl;smmskx)
- 2021-01-30 18:08:37下载
- 积分:1