jagannathan meaning in English
贾甘纳坦
Examples
- 5 ) the volatility in china ' s stock market has become more and more rational since the rule of raising limit was established in 1996 . in chapter 3 , the model of tgarch ( glosten , jagannathan , and runkle , 1993 ) is used to test the volatility of these stock shares indices
其次，在第3章，我们主要采用glosten , jagannathan和runkle ( 1993 )等人提出的非对称的tgarch ( thresholdgarch )模型对市场指数的日收益数据进行了波动特征的拟合检验。