...数,则股市报酬 t R 为一变异数固定的白噪音 过程;当出现持续贬值,则受限于 t e 的股票报酬之条件变异数(conditional variance)为﹕ ) ( t t e R Var = 2 σ 2 ) ( t e (10) 贬值明显影响股票报酬的条件变异数,贬值愈大(小),则股票报酬的变异 数将随之增加...
This paper mainly discusses the identification of social interactions under conditionalvariance restrictions.
本文主要讨论在条件方差限制下的交互影响的识别问题。
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Frequent volatility is a feature of stock market. Autoregressive Conditional Heteroscedasticity (ARCH) model is often used to forecast the variance of the benefit of financial capitals.
This paper proposes Latin hypercube sampling combined with variance reduction techniques of conditional expectation and antithetic variates to assess ultimate strength reliability of ship hull girder.