Ikibazo gihuza ibibazo · Hagati Urwego

GARCH Ihindagurika ryikitegererezo

Sobanukirwa uburyo ihungabana ryashize hamwe nibitandukanya bitera GARCH iteganya, kandi utandukanye ihindagurika ryimiterere nicyerekezo cyo kugaruka hamwe ningaruka zishobora guterwa.

Inzira zijyanye no kuyoboraIcyitegererezo cya Garch
Ikibazo 1 Bya 8

Which terms drive the next variance in a GARCH(1,1) model?