BEKK-GARCH模型做风险溢出效应分析:
R with application to financial quantitive analysis
BEKK-GARCH模型做风险溢出效应分析: R with application to financial quantitive analysis
1. 模型程序
2. 程序代码
3. 案例数据
BEKK-GARCH模型做风险溢出效应分析: R with application to financial quantitive analysis
1. 模型程序
2. 程序代码
3. 案例数据