EVIEWS中GARCH模型的均值方程如何估计 请问用eviews构建garch模型,得到了具体的方程,然后...
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GARCH模型比较麻烦的,一两句说不清楚
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绛旓細3锛庝笂涓鏈熺殑棰勬祴鏂瑰樊锛 t2-1 锛圙ARCH椤癸級銆侴ARCH(1,1)妯″瀷涓鐨(1,1)鏄寚闃舵暟涓1鐨凣ARCH椤癸紙鎷彿涓殑绗竴椤癸級鍜岄樁鏁颁负1鐨凙RCH椤癸紙鎷彿涓殑绗簩椤癸級銆備竴涓櫘閫氱殑ARCH妯″瀷鏄GARCH妯″瀷鐨涓涓壒渚嬶紝鍗冲湪鏉′欢鏂瑰樊鏂圭▼涓笉瀛樺湪婊炲悗棰勬祴鏂瑰樊t2鐨勮鏄庛鍦‥Views涓ARCH妯″瀷鏄湪璇樊鏄...
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