这些是用非对称的波动性,相互关联和在虚拟实验室其他部分相似的方法估算出来的(计量经济学详细资料见布朗利和恩格尔2010)。
These are estimated using asymmetric volatility, correlation and copula methods similar to those in other sections of VLAB (for econometric details see Brownlees and Engle 2010).
这些是用非对称的波动性,相互关联和在虚拟实验室其他部分相似的方法估算出来的(计量经济学详细资料见布朗利和恩格尔2010)。
These are estimated using asymmetric volatility, correlation and copula methods similar to those in other sections of VLAB (for econometric details see Brownlees and Engle 2010).
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