多元GARCH,MVGARCH英语短句,例句大全

多元GARCH,MVGARCH
1)MVGARCH多元GARCH
1.Futures Portfolio Margin Model and It s Application Based on MVGARCH-VaR;基于多元GARCH-VaR的期货组合保证金模型及其应用研究
2.This paper put forward principle of basis dispersion,risk nonlinear hedging and dynamic hedging,on the base of minimum variance hedge model,use the MVGARCH(1,1)-BEKK model to anticipate the variance-covariance matrix of futures and cashes portfolio,build a cross hedging model of multi-futures to single cash on the base of MVGARCH model.提出了交叉套期保值的基差风险分散原理、风险非线性对冲原理和动态套期保值原理,在最小方差套期保值的基础上,建立了基于多元GARCH的多种期货对一种现货交叉套期保值模型。

英文短句/例句

1.Multivariate GARCH Model and Its Application in VaR;多元GARCH模型及其在VaR计算中应用
2.A Simple Class of Multivariate GARCH Models and Application;一种多元GARCH模型及其应用研究
3.Applications of Multivariate GARCH Models to the Asian Stock Markets多元GARCH模型在亚洲股票市场的应用
4.Multivariate GARCH modeling and its application in volatility analysis of Chinese stock markets;多元GARCH建模及其在中国股市分析中的应用
5.Empirical research on dynamic OHR about electricity futures based on multivariate GARCH models基于多元GARCH模型的电力期货动态OHR实证研究
6.The Forecast Performance of Two Style GARCH Models and Portfolio VaR Computation两类多元GARCH模型的预测绩效和组合VaR的研究
7.Application of Multivariate Factor-GARCH Model in the Decision-making of Portfolio因子多元GARCH模型在资产组合投资决策中的应用
8.Futures Portfolio Margin Model and It s Application Based on MVGARCH-VaR;基于多元GARCH-VaR的期货组合保证金模型及其应用研究
9.Applications of multivariate GARCH models in the study of volatility transmission of Chinese corporate bonds;多元GARCH模型在国内企业债券波动传递研究中的应用
10.Volatility Transmission Analysis and Risk Measurement of Main Sector Indices of A Shares Based on Multivariate GARCH Models基于多元GARCH模型的A股主要行业指数波动率溢出分析及风险度量
11.Volatility Spillover Effects and Risk Contagious:Evidence from the Domestic and Foreign Stock Markets Based on the MGARCH Mode国内外股市波动溢出效应——基于多元GARCH模型的实证研究
12.Research on Spurious Co-persistence of Threshold Vector GARCH Model with Structural Change;多元变结构门限GARCH模型的伪协同持续性研究
13.Multivariate Copula-GARCH Model and Its Applications in Financial Risk Analysis;多元Copula-GARCH模型及其在金融风险分析上的应用
14.Multivariate Copula-GARCH Model and Its Applications in Portfolio Value-at-Risk多元Copula-GARCH模型及其在期货风险分析中的应用
15.Multivariate GARCH Modeling of Volatility Transmissions in Stock Markets股票市场波动性传递的多维GARCH分析
16.An Empirical Research on the Effect for Segmentation on Chinese Bond Market;基于二元GARCH方法对我国国债市场的分割性检验
17.Forecast and Fit for Exchange Rate of Yen against Dollar Using GARCH Model运用GARCH模型对日元兑美元汇率序列的拟合与预测
18.Study on Multi-scale -GARCH Model of Valatilities in the Financial Capital Gains;金融资产收益波动的多尺度GARCH模型研究

相关短句/例句

Multivariate GARCH多元GARCH
1.Review of Multivariate GARCH Models多元GARCH模型研究述评
3)Multivariate Copula-GARCH Model多元Copula-GARCH
4)multivariate GARCH model多元GARCH模型
1.Applications of multivariate GARCH models in the study of volatility transmission of Chinese corporate bonds;多元GARCH模型在国内企业债券波动传递研究中的应用
2.A multivariate GARCH model is used to investigate the pro-cyclicality of China s commercial banks,using the data of GDP growth rate and the remaining loan quantity at the end of each year of commercial banks in China from 1978 to 2005.利用多元GARCH模型,研究了我国商业银行的亲周期性问题,分析了我国经济周期和信贷周期之间的相互关系。
3.Under normal distribution assumption,the authors discuss the calculation of dynamic VaR and CVaR through multivariate GARCH model.为分散金融风险的动态影响,一方面,通过时变波动模型将静态VaR和CVaR扩展到动态情形,进一步基于多元GARCH模型给出动态VaR和CVaR的计算方法;另一方面,在动态风险度量的基础上,建立了动态组合投资选择模型。
5)multivariate GARCH多元GARCH模型
1.This paper first briefly reviews the evolvement of univariate ARCH class models, and introduces several multivariate GARCH class models.针对传统基于梯度信息的多元GARCH模型估计方法的不足,提出了基于遗传算法的似然估计方法,并利用中国股市数据进行了实证研究。
2.In this article, the author concerned with a better description of the volatility and correlations under multivariate GARCH model compared with univariate GARCH model.在这篇文章里,笔者主要关注当同时考察多支金融时间序列的波动时,多元GARCH模型相比于一元GARCH模型而言,对相关系数和波动性的更好的描述。
6)Multivariate GARCH modeling多元GARCH建模