作者: Xing Fang , Maochao Xu , Shouhuai Xu , Peng Zhao
DOI: 10.1186/S13635-019-0090-6
关键词:
摘要: … the hybrid model outperforms the ARMA+GARCH model for … , and IV, but the ARMA+GARCH model outperforms the other … I, III, IV, and V, and the ARMA+GARCH model is slightly better …