jagannathan 中文意思是什麼
jagannathan
解釋
賈甘納坦-
5 ) the volatility in china ' s stock market has become more and more rational since the rule of raising limit was established in 1996. in chapter 3, the model of tgarch ( glosten, jagannathan, and runkle, 1993 ) is used to test the volatility of these stock shares indices
其次，在第3章，我們主要採用glosten ， jagannathan和runkle （ 1993 ）等人提出的非對稱的tgarch （ thresholdgarch ）模型對市場指數的日收益數據進行了波動特徵的擬合檢驗。
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