• 2021-04-14
    EGARCH(1,1)模型如下 http://edu-image.nosdn.127.net/_PhotoUploadUtils_99e15c0b-4c6a-460a-bd1e-6bd7f825e7b9.pnghttp://edu-image.nosdn.127.net/_PhotoUploadUtils_668d7069-feab-44c9-aa45-c5723ea0f14d.png如果希望检验波动率的非对称性,需要对哪个参数进行检验?