返回函数率
Firstly, we use the leverage SV-t model to model each of the three industry indices' rate of return, then we fit the data of rate of return to several different Copula functions to obtain the best fitting Copula function.
首先用杠杆厚尾随机波动模型对各单只指数的收益率进行建模,然后将几种不同的Copula函数分别与数据拟合,在此基础上选出最优拟合Copula函数。
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