The empirical research involves sit discriminants to consmict a multivariate model and a relatively satisfying result . chapter 5 focuses on the fmancial sthecture ' s influence on the macro - economy there also exists optimized flnancial structure 选择中国上市公司的样本,用5个财务指标构建多变量模型,最后的实证模型有较好辨别效果。
We will give the asymptotic normality and consistency of mle for multivariate model with constant correlation introduced by bollerslev ( 1990 ) . 3 . moreover we will introduce the agarch model with non - normal distribution and have empirical study shows that the model suggested is feasible 在多维的情形下,着重研究bollerslev ( 1990 )提出的常数相关的多维garch模型的极大似然估计( mle )的渐近正态性和相合性。