The Lagrange multiplier (LM) test verifies that the return series of shanghai stock markets is an ARCH process.

通过拉格朗日检验（LM），发现上海股市的日收益率服从ARCH过程。

youdao

The Lagrange multiplier (LM) test verifies that the return series of shanghai stock markets is an ARCH process.

通过拉格朗日检验（LM），发现上海股市的日收益率服从ARCH过程。

youdao