conditional variance造句
例句與造句
- Finally , the realistic meaning of persistence character of conditional variances in finance analysis is discussed
最后討論了條件方差持續(xù)性質(zhì)在金融分析中的現(xiàn)實(shí)意義。 - The concept of arch , which stands for autoregressive heteroscedasticity , was first introduced by engle ( 1982 ) to handle time series with a changing conditional variance
具有自回歸條件異方差( arch )的時(shí)間序列模型，首先是由engle ( 1982 )提出，這類模型在金融和經(jīng)濟(jì)領(lǐng)域有著廣泛的應(yīng)用。 - Based on the rvarma model , the empirical analysis points out the facts that the conditional variances have a persistent effect on capital asset pricing in model with root
給出了基于“已實(shí)現(xiàn)”波動(dòng)自回歸移動(dòng)平均模型的實(shí)證分析，指出當(dāng)模型具有單位根時(shí)條件方差對資產(chǎn)定價(jià)的影響是持續(xù)的。 - Based on the rv - arma model , it is discussed that the persistence of conditional variances has a effect on capital asset pricing model ( capm ) from persistence viewpoint
在“已實(shí)現(xiàn)”波動(dòng)自回歸移動(dòng)平均模型基礎(chǔ)上，從條件方差持續(xù)性的角度，討論了條件方差的持續(xù)性對資產(chǎn)資本定價(jià)模型的影響。 - The autoregressive conditional heteroskedastic ( arch ) class of models for conditional variances was put forward by engle ( 1982 ) proved to be extremely useful for analyzing economic time series . garch models have been developed to account for empirical regularities in financial data
Engle ( 1982 )提出的arch模型，對經(jīng)濟(jì)時(shí)間序列中的條件方差分析十分有用， arch模型可以很好地刻劃金融數(shù)據(jù)。 - It's difficult to find conditional variance in a sentence. 用conditional variance造句挺難的
- From results we know that correlation of return time series is not obvious , but correlation of the square time series of return , i . e . , variance time series , is clear . so we use garch model to estimate conditional variance , and calculated parameters in model by the way
應(yīng)用相關(guān)性分析，得出了收益率序列之間不存在明顯的序列相關(guān)性，而收益率平方序列存在顯著的相關(guān)性，即方差序列存在相關(guān)性，因此我們使用g刁rch模型建模來估計(jì)條件方差，計(jì)算出了模型中的相應(yīng)參數(shù)