| ����MCMC �㷨AR-GARCH ģ���й����� ��װ���˼�ָ���������о� |
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| 引用本文： | ��˼Զ����˼�ڣ��˾���. ����MCMC �㷨AR-GARCH ģ���й����� ��װ���˼�ָ���������о�[J]. 交通运输系统工程与信息, 2016, 16(3): 28-34 |
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| 作者姓名： | ��˼Զ����˼�ڣ��˾��� |
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| 作者单位： | 1. ??????′??a. ???ù???????b. ??????????????201306?? 2???????????????????????????????350002 |
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| 摘 要： |
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| 关 键 词： | ?·???? ?????????? AR-GARCH??? CCFI MCMC?? |
Dynamic Volatility of China Containerized Freight Index Based on MCMC Algorithm of AR-GARCH Model |
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| WANG Si-yuan,YU Si-qin,PAN Jing-jing. Dynamic Volatility of China Containerized Freight Index Based on MCMC Algorithm of AR-GARCH Model[J]. Journal of Transportation Systems Engineering and Information Technology, 2016, 16(3): 28-34 |
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| Authors: | WANG Si-yuan YU Si-qin PAN Jing-jing |
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| Affiliation: | 1.a. Economic and Management College;1.b. College of Information Engineering, Shanghai Maritime University, Shanghai 201306, China??2. College of Transportation and Civil Engineering, Fujian Agriculture and Forestry University, Fuzhou 350002, China |
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| Abstract: | |
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| Keywords: | waterway transportation volatility persistence AR-GARCH model CCFI MCMC algorithm |
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