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⑯ 波动率聚类特征识别工具
BDS 检验、波动率聚集效应量化、ARCH LM 检验
ARCH LM 滞后阶数
BDS 滞后阶数 ε
样本长度
显著性水平
波动率/收益率序列
0.012,0.025,0.015,0.040,0.022,0.018,0.035,0.012,0.028,0.016
运行计算
计算结果
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