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Information geometry of GARCH model
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  • 分类：O186.11[理学—数学;理学—基础数学] F830.91[经济管理—金融学]
  • 作者机构：[1]school of Sciences, Beijing Institute of Technology, Beijing 100081, China
  • 相关基金：Sponsored by the National Natural Science Foundation of China （10871218）
  • 相关项目：信息几何的方法及其应用
关键词： GARCH模型, 信息几何, 平均曲率, 高斯曲率, 经济学模型, 几何结构, 指数型, 非流形, information geometry, GARCH model, statistical manifold
中文摘要：

CAO Li-mei（1981 - ）, doctoral student, caolimei1981@gmail, com; SUN Hua-fei（1958- ）, professor, doctoral adviser.

同期刊论文项目
信息几何的方法及其应用
期刊论文 26
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