网络GARCH(1,1)模型的分位回归估计

Q3 Mathematics

中国科学:数学 Pub Date : 2024-01-01 DOI:10.1360/ssm-2023-0058

Bing Zhang, Fukang Zhu

引用次数: 0

摘要

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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网络GARCH(1,1)模型的分位回归估计

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来源期刊

中国科学:数学 Mathematics-Mathematics (all)

CiteScore

1.20

自引率

0.00%

发文量

6663

期刊介绍： Scientia Sinica Mathematica (in Chinese) and (in English) are comprehensive academic journals in mathematics under the auspices of the Chinese Academy of Sciences and co-sponsored by the Chinese Academy of Sciences and the National Natural Science Foundation of China. It mainly reports the important research results in basic mathematics, applied mathematics, computational mathematics and scientific engineering computation, and probability statistics. Published by Science China. Monthly. Chinese edition: online edition published on the 1st of every month, print edition published on the 20th of every month. English: The online version is published on the 20th of the month preceding the month in which the print version is published, and the print version is published on the 1st of the month. The Chinese version of Scientia Sinica Mathematica is indexed in China Science Citation Database, China Academic Journal Network, Chinese Science and Technology Journal Database, China Science Literature Database, China Digital Journals, Chinese Core Journals, Scopus, etc. The English version is an SCI journal.