[KongchangAI]
Unverified50% confidenceFactExact time

GARCH模型由Bollerslev于1986年提出,是对Engle 1982年ARCH模型的推广,其核心思想是金融资产收益率的条件方差依赖于过去的收益率冲击和过去的条件方差

1
Sources
50%
Confidence
Long-term
Relevance
8/12/2026
First Seen

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