标签:model int hold cto news models var ESS reg
1. Cointegration
2. Vector Autoregressive Model
3. Impulse-response Function
4. Volatility Modeling with asymmetric GARCH Models(exponential and threshold)
5. News Impact Curve
Time Series_2_Multivariate_TBC!!!!
标签:model int hold cto news models var ESS reg
原文地址:https://www.cnblogs.com/sophhhie/p/12329648.html