Financial Time-series Analysis of Dynamic Models of Inspection

The wave model is one important tool of analyzing finance data, predicting finance risk. There are six chapters in the book. 1. introduce the finance wave model and its correlations. 2. On the basis of random fluctuation model, it proposed EGARCH model test of Lagrange multiplier test statistics, and through the computer simulation and analysis show that this test statistics test capability 3. GARCH model in Jump - on the basis of the inspection, the proposed the existence of Jump phenomena Lagrange multiplier test statistics, and the application of computer simulation, verify the correctness of the test statistics 4. Jump in GARCH model -- (t), on the basis of the inspection Jump phenomena proposal Lagrange test statistics, analysis and computer simulation and verified 5. Jump in EGARCH model and Jump -- -- EGARCH model (t), on the basis of the inspection Jump phenomena proposal Lagrange multiplier test statistics, and through the computer simulation and empirical analysis verified 6. Jump in two-axle based on the model, proposed the inspection Jump phenomena Lagrange multiplier test statistics, and through the computer simulation and empirical analysis verify the test statistics test efficiency