主要比较了三种模型：（a）样本协方差或等权重模型，（b）指数加权移动平均（EWMA）模型，以及（c）广义自回归条件异方差（GARCH）（1,1 ...
WAPT Meteorologist Katie Garch has the latest most accurate weather forecast for Jackson and Central Mississippi ...
There are several approaches to dealing with heteroscedasticity. If the error variance at different times is known, weighted regression is a good method. If, as is ...
来自MSN5 个月
如何计算收益波动率以评估风险？收益波动率的计算方法有哪些？GARCH模型 一种时间序列模型，用于预测未来的波动率。 隐含波动率 通过期权价格反推出的市场对未来波动率的预期。 历史波动率法 历史波动率法是 ...
Katie Garch brings her passion for weather forecasting to 16 WAPT, all the way from the sunny shores of Palm Beach, Florida. Growing up in a region frequently affected by hurricanes, Katie's interest ...
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