The empirical research involves sit discriminants to consmict a multivariate model and a relatively satisfying result . chapter 5 focuses on the fmancial sthecture ' s influence on the macro - economy there also exists optimized flnancial structure 選擇中國上市公司的樣本,用5個財務(wù)指標構(gòu)建多變量模型,最后的實證模型有較好辨別效果。
We will give the asymptotic normality and consistency of mle for multivariate model with constant correlation introduced by bollerslev ( 1990 ) . 3 . moreover we will introduce the agarch model with non - normal distribution and have empirical study shows that the model suggested is feasible 在多維的情形下,著重研究bollerslev ( 1990 )提出的常數(shù)相關(guān)的多維garch模型的極大似然估計( mle )的漸近正態(tài)性和相合性。