Application of MRS-GARCH model in volatility estimation of China's stock market (Q2992601)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6611401
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Application of MRS-GARCH model in volatility estimation of China's stock market |
scientific article; zbMATH DE number 6611401 |
Statements
10 August 2016
0 references
MRS-GARCH model
0 references
Gibbs sampling
0 references
EM algorithm
0 references
maximum likelihood estimation
0 references
volatility of stock market
0 references
MRS-GARCH 模型在沪深股指波动中的应用研究 (English)
0 references
0.7942959070205688
0 references
0.7737833857536316
0 references
0.7413212060928345
0 references
0.7324213981628418
0 references
