自回归条件异方差,ARCH英语短句,例句大全

自回归条件异方差,ARCH
1)ARCH[英][ɑ:t?][美][ɑrt?]自回归条件异方差
1.14) time series 1st difference series is a steady series, But its 1st difference series autoregressive model exists ARCH.上证国债指数2003年2月24日至2005年7月14日日收盘时间序列经一阶差分后是平稳序列,利用一阶差分序列建立的ARIMA模型存在自回归条件异方差,在ARIMA模型基础上建立的GARCH(1,1)模型、ARCH(1,1)-M模型、TA。

英文短句/例句

1.A Generalized Spectral Density Test of Conditional Autoregressive Heteroscedasticity for Threshold Autoregressive Model;门限自回归模型中自回归条件异方差的广义谱密度检验
2.The Application of ARCH Model in Shanghai Stock Market;自回归条件异方差模型在我国沪市的应用研究
3.Research on Bayesian Analysis of Autoregressive Conditional Heteroscedaticity Models and Their Application;自回归条件异方差模型的贝叶斯分析及其应用研究
4.Short-Term Electricity Price Forecasting Based on Wavelet Transform and Generalized Autoregressive Conditional Heteroskedasticity Model;基于小波分析与广义自回归条件异方差模型的短期电价预测
5.Day-Ahead Marginal Price Forecasting Based on Autoregressive Conditional Heteroskedasticity-Back Propagation Network Model;基于自回归条件异方差-反向传播网络模型的日前边际电价预测
6.Application of Wavelet Analysis and Generalized Autoregressive Conditional Heteroscedastic Model Considering Exogenous Variables in Electricity Price Forecast小波分析和考虑外生变量的广义自回归条件异方差模型在电价预测中的应用
7.Autoregressive conditional volatility-skewness-kurtosis: A new model自回归条件方差-偏度-峰度:一个新的模型
8.Testing Heteroscedasticity by Wavelets in a Nonparametric Autoregressive Model非参数自回归模型异方差的小波检验
9.A GENERALIZED VARIANCE-RATIO TEST FOR A HETEROSKEDASTIC REGRESSION;异方差回归中的广义方差比检验(英文)
10.Forecasting Financial Volatilities with Sample Quantiles:The Conditional Autoregressive Quasi-range(QCARR)Model;基于样本分位数的波动率估计：条件自回归拟极差模型
11.Non-conditional Logistic Regression Analysis on Influence Factors of Abnormal Blood Pressure异常血压影响因素非条件Logistic回归分析
12.The Test for Heteroscedasticity of Partially Linear Autoregressive Models with an Exogenous Variable具有外生变量部分线性自回归模型的异方差检验
13.Some problems on heteroscedasticity in multi-linear regression models;多元线性回归模型中的异方差性问题
14.The Conditional Root Squares Estimation of Regression Coefficient in Restricted Linear Regression Model;约束线性回归模型回归系数的条件根方估计
15.The Autoregressive Conditional Duration Model and Empirical Research;自回归条件持续期模型及其实证研究
16.A Psychological Autopsy Study on Rural Suicides Using Conditional Logistic Regression Model;农村自杀者心理解剖条件Logistic回归研究
17.A Note on Some Probabilistic Properties of AACD Model扩展自回归条件久期模型的概率性质
18.Approach of automated testing generation in regression testing软件回归测试中的自动测试生成方法

相关短句/例句

autoregressive conditional heteroskedasticity (ARCH)自回归条件异方差(ARCH)
3)GARCH广义自回归条件异方差
1.This paper estimated the hedge ratios of crude oil futures at four kinds of models: ordinary least square(OLS),Bivariate-vector autoregression(B-VAR),error correction model(ECM) and ECM-GARCH model,then compared the hedging performances obtained from different models.本文利用普通最小二乘法(OLS)、双变量向量自回归(B-VAR)、误差修正(ECM)和广义自回归条件异方差结合误差修正(ECM-GARCH)4个模型和套期保值绩效的衡量指标,对原油期货的套期保值比率和绩效进行实证研究。
2.The regime switching model is combined with generalized autoregressive conditional heteroskedasticity(GARCH) model to analyse empirically Shanghai stock index and Shenzhen constituent index,to capture the characteristics of regime shifts and volatility persistence in China′s stock market and to solve pseudo-persistence in sigle-regime GARCH model.将体制转换模型与广义自回归条件异方差(GARCH)模型相结合,用以对上证综合指数和深圳成分指数进行实证分析。
3.In this article,the two tools were combined to compute VAR,then draw a conclusion that the MC-GARCH-VAR is better than others.分别用样本标准差和广义自回归条件异方差(GARCH)作为参数代入几何布朗运动方程中,并把计算结果进行比较,得出各模型的适用范围。
4)ARCH model自回归条件异方差模型
1.The ARCH models by Eviews are adopted in this paper to forecast the variance of the benefit of financial capitals from 1993 to 2003.利用自回归条件异方差类模型,采用1993年～2003年的数据对上证指数的波动进行拟合,结果表明,广义自回归条件异方差模型对我国股市波动具有较好的拟合效果。
5)autoregressive conditional heteroskedasticity(ARCH) family自回归条件异方差(ARCH)族
6)heterogeneous autoregressive conditional heteroskedasticity model异质自回归条件异方差模型(HARCH模型)