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1 天
WAPT on MSNKeeping the heat and rain aroundWAPT's Meteorologist Katie Garch has the latest forecast for Jackson and Central Mississippi.
Accurate prediction of volatility is one of the most important tasks in financial decision making. Recently, the hybrid models integrating artificial neural networks with GARCH-type models have been ...
2 天
WAPT on MSNStorms bubble up Thursday afternoonWAPT's Meteorologist Katie Garch has the latest forecast for Jackson and Central Mississippi.
具体而言,本文首先从理论上分析去美元化趋势,然后基于2019年1月至2025年4月周数据探讨美联储的最新货币政策周期对新兴市场主要国家货币汇率变化的影响,再用DCC-GARCH模型实证探讨去美元化趋势与美国货币政策和政府负债的动态变化关系。
From a long-term investment strategy perspective, the study found that bitcoin maintains more stable portfolio weight ratios ...
5 天
证券日报网 on MSN华宝证券:加强风险防控,优化风险计量,浅谈GARCH类模型在市场 ...一、引言 随着资本市场的不断深化发展,证券公司所面临市场风险的复杂程度也日益加深。为落实金融风险早识别、早预警、早暴露、早处置的核心防控要求,强化市场风险的计量与监测机制,证券公司有必要持续完善市场风险计量模型,优化风险计量模型的敏感性、前瞻性与审慎性。风险价值(Value at Risk,VaR)自1994年由JP ...
WAPT Meteorologist Katie Garch has the latest most accurate weather forecast for Jackson and Central Mississippi ...
WAPT Meteorologist Katie Garch has the latest most accurate weather forecast for Jackson and Central Mississippi ...
Article citations More>> Gujarati, N.D. and Porter, D.C. (2009) Basic Econometrics. International Edition McGraw-Hill/Irwin, A Business Unit of The McGraw-Hill Companies, Inc., New York. has been ...
This paper reviews the meaning and calculating methods of VaR and puts forward GARCH model to improve the estimation of VaR. GARCH model overcomes the defects of volatility without considering market ...
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