衍生金融工具实验教程(彭红枫).doc

several group number, then with b ± a, =c,c is is methyl b two vertical box between of accurate size. Per-2~3 measurement, such as proceeds of c values are equal and equal to the design value, then the vertical installation accurate. For example a, b, and c valueswhile on horizontal vertical errors for measurement, General in iron angle code bit at measurement level points grid errors, specific method is from baseline to methyl vertical box center line distance for a,, to b vertical box distance for b, list can measured
several group number, then with b ± a, =c,c is is methyl b two vertical box between of accurate size. Per-2~3 measurement, such as proceeds of c values are equal and equal to the design value, then the vertical installation accurate. For example a, b, and c valueswhile on horizontal vertical errors for measurement, General in iron angle code bit at measurement level points grid errors, specific method is from baseline to methyl vertical box center line distance for a,, to b vertical box distance for b, list can measured
several group number, then with b ± a, =c,c is is methyl b two vertical box between of accurate size. Per-2~3 measurement, such as proceeds of c values are equal and equal to the design value, then the vertical installation accurate. For example a, b, and c valueswhile on horizontal vertical errors for measurement, General in iron angle code bit at measurement level points grid errors, specific method is from baseline to methyl vertical box center line distance for a,, to b vertical box distance for b, list can measured
《衍生金融工具》实验教程
彭红枫著
目 录
第一章中国期货市场GARCH效应的实证检验6
第一节 GARCH理论基础6
一、ARCH模型6
二、GARCH模型8
三、EGARCH模型9
四、TGARCH模型10
五、ARCH-M，GARCH-M和 EGARCH-M模型10
第二节实验目的及方法11
一、实验目的11
二、实验方法11
第三节实验过程11
一、数据的搜集和整理12
（一）数据的搜集12
（二）EVIEWS工作文件的建立12
（三）工作文件的保存14
（四）数据的导入16
（五）数据的验证和保存18
二、中国期货市场GARCH效应的实证检验20
（一）铜期货收益率统计性描述20
（二）铜期货收益率序列的平稳性检验25
several group number, then with b ± a, =c,c is is meth