Replication of Baillie, Bollerslev and Mikkelson(1996), "Fractionally Integrated Generalized Autoregressive Conditional Heteroskedasticity", Journal of Econometrics, vol 74, pp 3-30.

Field: Economics Half Life Calculation of a stock after economics Shock. This is used in Autoregressive Modelling of Stock exchange Data.

论文：Relationship between the trading behavior of three institutional investors and Taiwan Stock Index futures returns-The relations between institutional investors behavior and futures returns are examined in this study. Evidence suggests that ne

Koop大神写出来的时变向量自回归模型的进化版，希望对大神写作有帮助。(The evolutionary version of the time-varying vector autoregressive model written by the Koop hopes, to be helpful to your writing.)