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garch预测波动率

于 2020-02-29 发布
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代码说明:

说明:  利用R语言,根据GARCH模型进行波动率的预测。(GARCH model is used to forecast volatility.)

文件列表:

代码.R, 594 , 2020-02-27
代码2.R, 1782 , 2020-02-27
vol_real.csv, 31915 , 2020-02-27

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