Chapter 5 studied the volatility of return time series using correlated analysis 第五章研究了收益率的波動性。
When asking for leave , they should explain the whereabouts and the return time 外籍教師離校外出時,應(yīng)留言說明去向和返回時間。
Withdraw arc copy from the dormitory matron when going out and fill - in return time on the log book upon your return 外出時向宿舍管理人員領(lǐng)取居留證影印本,返回宿舍時并填寫歸回時間。
We also verified stochastic feature of return time series , from results we see that chinese stock market is weak form efficient 同時檢驗了收益率序列的隨機(jī)性,檢驗結(jié)果說明滬深股票市場基本達(dá)到弱式有效。
In the empirical analysis , pp plot or other test methods show that logarithmic return time series of financial assets have leptokurtosis and heteroskedasticity 在實證研究中,利用pp圖和其它檢驗方法得到金融資產(chǎn)的對數(shù)收益時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 第四章對我國股票市場收益率序列進(jìn)行了正態(tài)性檢驗,結(jié)果表明我國股票市場收益率不服從正態(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模型建模來估計條件方差,計算出了模型中的相應(yīng)參數(shù)