G
GARCH
Coming Soon即將推出 theory theory
Applies GARCH (Generalized Autoregressive Conditional Heteroskedasticity) models to capture volatility clustering in financial time series.
應用 GARCH（一般化自迴歸條件異質變異）模型，捕捉金融時間序列中的波動率叢聚現象。
Tags標籤
garchvolatilityfinancial