return time造句
例句與造句
- Point of no return time , i would say
沒(méi)有回頭路的，我說(shuō) - Chapter 5 studied the volatility of return time series using correlated analysis
第五章研究了收益率的波動(dòng)性。 - When asking for leave , they should explain the whereabouts and the return time
外籍教師離校外出時(shí)，應(yīng)留言說(shuō)明去向和返回時(shí)間。 - Withdraw arc copy from the dormitory matron when going out and fill - in return time on the log book upon your return
外出時(shí)向宿舍管理人員領(lǐng)取居留證影印本,返回宿舍時(shí)并填寫歸回時(shí)間。 - We also verified stochastic feature of return time series , from results we see that chinese stock market is weak form efficient
同時(shí)檢驗(yàn)了收益率序列的隨機(jī)性，檢驗(yàn)結(jié)果說(shuō)明滬深股票市場(chǎng)基本達(dá)到弱式有效。 - It's difficult to find return time in a sentence. 用return time造句挺難的
- In the empirical analysis , pp plot or other test methods show that logarithmic return time series of financial assets have leptokurtosis and heteroskedasticity
在實(shí)證研究中，利用pp圖和其它檢驗(yàn)方法得到金融資產(chǎn)的對(duì)數(shù)收益時(shí)間序列有高峰厚尾和arch效應(yīng)。 - ( 5 ) if the opening of the logic valve is limited , the fast transformation function of the logic valve will be improved , and the returning time of the piston will be reduced
（ 5 ）限制邏輯閥的開(kāi)口量，可提高邏輯閥的快速換向性能，從而可縮短活塞的回程時(shí)間，提高系統(tǒng)的工作效率。 - Chapter 4 tested normal distribution of return time series of chinese stock market . resulted show that the distribution of return time series is non - normal , it has high - peaked and heavy - tailed characteristics . at the same time , we explain the reason of it
第四章對(duì)我國(guó)股票市場(chǎng)收益率序列進(jìn)行了正態(tài)性檢驗(yàn)，結(jié)果表明我國(guó)股票市場(chǎng)收益率不服從正態(tài)分布，具有明顯的尖峰、厚尾特征，然后解釋了出現(xiàn)尖峰、厚尾的原因。 - 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(lái)估計(jì)條件方差，計(jì)算出了模型中的相應(yīng)參數(shù) - Our findings are as follows : firstly , the phenomena of thick tails , volatility clustering , leverage effects , are existed in chinese stock markets . bad news affecting is higher than good news ; secondly , it is found from the comparison that the arch type models with student ’ s innovation is more capable to capture characteristics of logarithmic return time series ; thirdly , return of the four share indexes keep in co - integration at a long run ; lastly , the volatility spillover effect between a - share and b - share are tested and there exists a prominent spillover effect from a - share to b - share
而深市b股發(fā)生了變化,從第一階段的非對(duì)稱現(xiàn)象不顯著到第二階段的顯著,且跟a股保持同向的風(fēng)險(xiǎn)補(bǔ)償。第四,上證a指對(duì)上證b指收益率在短期上具有格蘭杰原因,在b股對(duì)境內(nèi)投資者開(kāi)放后, a 、 b股的關(guān)聯(lián)性增強(qiáng)。第五,在第一階段, a股向b股的波動(dòng)溢出不太顯著,在第二階段滬深兩市a股向b股的單向波動(dòng)溢出均顯著性存在。