In this article, the author concerned with a better description of the volatility and correlations under multivariate GARCH model compared with univariate GARCH model.
在这篇文章里，笔者主要关注当同时考察多支金融时间序列的波动时，多元GARCH模型相比于一元GARCH模型而言，对相关系数和波动性的更好的描述。
The results showed that not only the univariate linear model but also the binary linear model has fairly great multiple correlation coefficient and fairly high significant level.
建模结果表明，不论一元线性模型或二元线性模型均取得了较大的复相关系数与较高的显著水平。
To summarize the univariate extreme value distribution models and put forward a Combined distribution model, which is suitable for statistical analysis of storm surge in typhoon-effected area.
本文总结了海岸工程水文的一维统计分布模型，提出了适用于我国沿海风暴潮影响地区的增减水重现值计算模型——组合分布模型。
The optimum interpolation scheme used univariate 2-dimensional correlation Ganssion function model.
最优内插法利用一元二维高斯相关模型。
For the univariate case, we discuss two kinds of dynamic models: GARCH type model and regime switching model.
对于单变量的情况，本文讨论了两种动态模型：GARCH类型模型和状态转换模型。
First of all, the author discusses the extension from univariate GARCH to multivariate GARCH model and the important role of the MGARCH model in the modern financial research.
笔者首先讨论了在金融时间序列的考察中从一元GARCH模型扩展到多元GARCH模型的必要性。分析了多元GARCH模型在金融建模中的重要作用。
First of all, the author discusses the extension from univariate GARCH to multivariate GARCH model and the important role of the MGARCH model in the modern financial research.
笔者首先讨论了在金融时间序列的考察中从一元GARCH模型扩展到多元GARCH模型的必要性。分析了多元GARCH模型在金融建模中的重要作用。
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