skewed error 中文意思是什麼
skewed error
解釋
偏斜誤差-
The distributions studied are normal distribution, student - t distribution, skewed student - t distribution and general error distribution. besides this, considering the conditional heteroskedasticity of the time serial in financial market, apply the garch model into the estimation of var
在此基礎上,研究了證券市場上時間序列收益率波動的條件異方差性,考慮中國證券市場的風險特徵,將garch系列模型與var模型相結合,構造了基於不同分佈條件下的var模型。
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