For example, since the first ARCH model introduced by Engle (1982), its various extensions keep emerging one after another, such as GARCH, ARCH-M, EGARCH and AGARCH models and etc.

  • 自Engle在1982年提出第一个ARCH模型以来,其各种推广和变异模型层出不穷,主要的有GARCH模型、ARCH-M模型、EGARCH模型和AGARCH模型等等。
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