| 单词 | garch model | ||||||||
| 释义 | garch model
更多释义 收起释义 例句释义: 广义自回归条件异方差模型,变异数模型,异质变异数模型 1. The results show that the GARCH model can be a good fit to the weekly return series of Shenzhen Stock Index. 结果表明，深证成指周收益率序列的波动性可以用GARCH模型进行很好的拟合。 lib.cqvip.com 2. The generalized autoregressive conditional heteroscedasticity (GARCH) model has the ability to describe the volatility of time series. 广义自回归条件异方差（GARCH）模型具有描述时间序列波动性的能力。 www.dictall.com 3. Conclusions AR-GARCH model is suitable for analyzing heteroscedastic time-series data of infectious diseases. 结论AR-GARCH模型适用于传染病疫情数据构成的异方差性时序数据分析。 kns50.chkd.cnki.net 4. In financial applications, the conventional GARCH model has arguably been the most popular model for conditional variance. 在金融应用中，传统的GARCH模型曾经成为描述条件方差最流行的模型。 www.fabiao.net 5. Besides, the AE- GARCH model considering asymmetric effect of basis can precisely forecast the futures volatility. 而考虑基差非对称效应的AE-GARCH模型能更准确地预测期货的波动性。 dictsearch.appspot.com 6. The result proves that the solution of the price determination model tallies the volatility characteristic based on the GARCH model. 结果证明基于控制论的价格决定模型解得的股票价格波动特征与上文中基于GARCH模型的股票价格波动特征相吻合。 www.fabiao.net 7. However, both ARCH and GARCH model don't take the structural changes of volatility into consideration. 然而，无论是GARCH还是其他ARCH类模型都没有考虑到波动的结构变换问题。 www.fabiao.net 8. To calculate liquidity risk, VAR method was used. The results were adjusted by using GARCH model, then we got the conclusion. 通过VAR方法的引入，使用GARCH模型对风险进行调整之后，得到关于样本基金资产组合流动性风险状况。 www.fabiao.net 9. In this paper, the ARIMA-GARCH model is used to reflect the influence of the strike phase. 本文采用ARIMA-GARCH分阶段干预模型，反映罢工的阶段性对油价波动的影响。 www.fabiao.net 10. For all, ARMA-GARCH model is the best overall- its prediction is the best. 综合而言，各个模型中ARMA-GARCH模型的整体表现最好，其预测效果也是最好的。 www.juhe8.com 1. The paper makes use of Granger causality test and GARCH model to tests the return spillover and volatility spillover effect. 本文将利用两步法的GARCH模型对股票市场和权证市场的均值溢出和波动溢出进行检验。 www.fabiao.net 2. An empirical analysis of the Shenzhen stock market is made by using the GARCH model and the SV model. 文章采用GARCH模型和SV模型对深圳股市进行了实证分析； dictsearch.appspot.com 3. Application of GARCH model family to comparison in two different stages of Shanghai Securities Market GARCH族模型在上海股市分阶段对比分析中的应用 ilib.cn 4. On the Strict Stationarity and the Uniqueness of Solution of the Asymmetric Stable Power-GARCH Model 非对称稳定幂GARCH的严平稳性与解的唯一性 service.ilib.cn 5. utilize GARCH model to fit the volatility of stock value, and don't use the traditional historically fluctuation rate; 运用广义自回归模型（GARCH）拟合股票价值的波动率，而非使用传统的历史波动率； www.fabiao.net 6. 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 www.ilib.cn 7. The Research on the Spillover Effects between Domestic and Foreign Crude Oil Markets Based on a Multivariable GARCH Model 国内外原油市场波动溢出效应的多元分析 www.ilib.cn 8. Applying GARCH Model to Forecast Chinese Stock Volatility GARCH模型在中国股票波动预测中的应用 service.ilib.cn 9. Research of GARCH Model Applying to Measuring Risks in Chinese Stock Market GARCH模型在我国深市风险度量中的应用研究 168.160.184.78 10. First, get the equity return's conditional standard volatility by GARCH model; 首先，利用GARCH模型求得权益收益的条件标准差； www.fabiao.net 1. The Application of GARCH Model in Computing the VaR of Chinese Stock Market GARCH模型在计算我国股市风险价值中的应用研究 www.ilib.cn |
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