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17:16
YouTube
Rasmus Pedersen
An Introduction to Multivariate GARCH
Introduction to multivariate GARCH. Specifically, the constant conditional correlation (CCC) GARCH. Original slides by Heino Bohn Nielsen and adapted by Rasmus Søndergaard Pedersen. Also, a short illustration of dynamic portfolio choice. Implementation in OxMetrics 8.00 using the G@RCH package. NOTE a typo @7:18: sigma(1,t)^2= ... Beta1*sigma ...
20K views
Apr 5, 2020
ARCH模型介绍
1:30
شیدا مفتاح|مهندس معمار |بازسازی|مجری و طراح داخلی ساختمان on Instagram: "سرامیک پرسلانی(فقط باید چسبی کار بشه) جذب آب ≤ ۰٫۵٪ اینها متراکم، بسیار مقاوم، مناسب کفهای پرتردد، فضاهای مرطوب و حتی فضای باز هستند. سرامیک نیمهپرسلانی(ذوغابی یا چسبی) جذب آب حدود ۰٫۵ تا ۳٪ برای کف و دیوار داخلی مناسباند، ولی در برابر یخزدگی ضعیفتر از پرسلاناند. کاشیهای معمولی دیواری(دوغابی یا چسبی) جذب آب معمولاً > ۱۰٪ سبکتر، متخلخلتر و مخصوص دیوار. برای کف اصلاً توصیه نمیشوند. از نظر اصول اجرایی در ایران: •
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