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这个，我还是不理解，可能是术语上的问题吧，我没看懂，这样，我们先用英语统一一下术语！
Yes, GARCH is a parametric model(参数模型) of the volatility dynamics. More specifically, GARCH(1,1) is an AR process containing the previous squared error term and the variance of it. The most common methodology for estimating is the ML method. And semiparametric model(半参数模型) is another thing... It is commonly assumed to be a misspecified model of the real data, and has parameters to be estimated, like neural networks, random field, etc... I will not talk about the nonparametric model here...
指教一下半参数法是啥？参数，半参数，非参数，都是针对模型构成的概念，而非评估方法。也许有些文章会写非参数方法，那些都是泛指非参数模型下的评估方法，比如kernal estimation等等……不能一概而论。所以我没明白楼主的半参数法，这个术语是？我真的不知道……
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雷达卡
非常感谢！ 
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