Volatility forecasting performance is measured using M-Z regression and loss function.
本文首先运用GARCH类模型对上证指数收益率进行了全面的估计及样本外预测,然后以已实现波动率作为波动率预测的评价标准,通过M-Z回归和损失函数来评价GARCH类模型的波动率预测表现。
Effect of hyperoxia on the expression of surfactant protein C in premature rats;
高氧对早产大鼠肺表面活性蛋白C表达的影响