悬赏 20 个论坛币 未解决
rugarch包构建GARCH模型有以下描述：
List containing the variance model specification: model Valid models (currently implemented) are “sGARCH”, “fGARCH”, “eGARCH”, “gjrGARCH”, “apARCH” and “iGARCH” and “csGARCH”. garchOrder The ARCH (q) and GARCH (p) orders. submodel If the model is “fGARCH”, valid submodels are “GARCH”, “TGARCH”, “AVGARCH”, “NGARCH”, “NAGARCH”, “APARCH”,“GJRGARCH” and “ALLGARCH”. 那“sGARCH”“gjrGARCH”, “apARCH”直接建模 和fGARCH+“GARCH”,“APARCH”,“GJRGARCH”有什么区别呢？至今没有搜索到fGARCH到底是什么。
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