单词 | garch | ||||||||||||
释义 |
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关于GARCH模型的具体建模细节超出 了本书的范围,在此不作讨论。 crystalballservices.com | The exact modeling specificationof aGARCH modelis beyond [...] the scope of this book and will not be discussed. crystalballservices.com |
GARCH模型存在 的另一个问题在于这个模型一般不需要提供好的统计拟合。 crystalballservices.com | The other [...] problemwithGARCH models is that [...]the model usually does not provide a good statistical fit. crystalballservices.com |
通常,要求几白——甚至成百上千——的数据才能得到好的GARCH估值。 crystalballservices.com | Usually, several dozens––and even up to hundreds––of data points are [...] required toobtain goodGARCH estimates. crystalballservices.com |
GARCH模型主要被用于金融时间序列数据的分析之中。 crystalballservices.com | GARCH models are used mainly [...] in analyzing financial time-series data, in order to ascertain its conditional variances and volatilities. crystalballservices.com |
此外,GARCH的运行和解释都比较困难,需要会熟练熟用计量经济模型技巧。 crystalballservices.com | In addition, GARCHmodels are very [...] difficult to run and interpret and require great facility with econometric modeling techniques. crystalballservices.com |
由于运行GARCH模型需要具备一定的计量经济学模型知识 (假设检验,结构图变和误差估计),因此一般的分析者都不会去使用。 crystalballservices.com | Suffice it to say that detailed knowledge of [...] econometric modeling (model specification [...]tests, structural breaks, and error estimation) [...]is required to run a GARCH model, making it less accessible to the general analyst. crystalballservices.com |
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