摘要
There are some volatility clustering in the time series, especially in the financial time series, from the proposition of ARCH model to the later development and reproduction, it has resolved many such problems in a lot of fields extensive involves: funds, stock prices, futures, crude oil prices, GDP, foreign exchange administration in bank, inflation rate, foreign exchange rate, etc. This paper mainly introduces the huge development system of GARCH family and reviews their applications.
| 源语言 | 英语 |
|---|---|
| 主期刊名 | 2011 International Conference on Multimedia Technology, ICMT 2011 |
| 页 | 2658-2662 |
| 页数 | 5 |
| DOI | |
| 出版状态 | 已出版 - 2011 |
| 已对外发布 | 是 |
| 活动 | 2nd International Conference on Multimedia Technology, ICMT 2011 - Hangzhou, 中国 期限: 26 7月 2011 → 28 7月 2011 |
出版系列
| 姓名 | 2011 International Conference on Multimedia Technology, ICMT 2011 |
|---|
会议
| 会议 | 2nd International Conference on Multimedia Technology, ICMT 2011 |
|---|---|
| 国家/地区 | 中国 |
| 市 | Hangzhou |
| 时期 | 26/07/11 → 28/07/11 |
指纹
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Xu, J., Zhang, Z., Zhao, L., & Ai, D. (2011). The application review of GARCH model. 在 2011 International Conference on Multimedia Technology, ICMT 2011 (页码 2658-2662). 文章 6002504 (2011 International Conference on Multimedia Technology, ICMT 2011). https://doi.org/10.1109/ICMT.2011.6002504