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- autoregressive garch model 自回归-GARCH
- An empirical analysis of the Shenzhen stock market is made by using the GARCH model and the SV model. 摘要文章采用GARCH模型和SV模型对深圳股市进行了实证分析;
- Chapter 3 introduce ARCH model originated by Engle,GARCH model,GARCH- M model and asymmetric ARCH model involves TARCH and EARCH. 第三部分介绍了Engle的ARCH模型及以其为基础发展而来的GARCH模型,GARCH-M模型以及非对称的TARCH和EARCH模型。
- This article investigates the asymmetric effects between price returns and volume volatility on the five Asia stock markets, using asymmetric bivariate GARCH model. 摘要本研究以不对称双变量GARCH为实证模型,分析亚洲五个股票市场中股价指数与成交量之间的关联性。
- It also showed that incorporating a GARCH model for the conditional heteroscedasticity can adequately model the fat tail and heteroscedastical volatility of financial assets. 实证上应用极值理论在高信赖水准之下单一资产的风险值估计,获得准确结果,在纳入GARCH模型更充分捕捉资产报酬厚尾与条件异质波动。
- customer attraction 对客户的吸引力
- The paper studies the volatilities of the currency markets in South Korea, Thailand, Taiwan, Singapore, India, Malaysia and China by adopting the GARCH model. 本文运用GARCH模型比较了亚洲各国及地区(韩国、泰国、台湾地区、新加坡、日本、印度、马来西亚和中国)汇市波动变化并进行了排序。
- By detrending the time series and using the GARCH model with asymmetry, we find out in China that tight monetary policy slow the economy in the boom more than easy monetary policy accelerates the economy in the recession. 文章利用描述实际GDP增长率波动成分的各种GARCH模型检验发现;在我国经济运行当中;紧缩性货币政策对于经济的减速作用大于扩张性货币政策对于经济的加速作用.
- In study, We give a ADF test to data. We proxy inflation variability by the conditional variance of inflation generated by GARCH model, and to test the relation of the stock returns and variability, of variability and inflation. 本研究对相关数据进行ADF检验,非平稳数据进行差分平稳处理,通过GARCH模型确定通货膨胀不确定性,然后检验实际股票收益与通货膨胀不确定性、通胀不确定性与通货膨胀之间相关关系。
- This paper analyses the behaviors of the volatility in the stock Market of Shanghai using GARCH models, and find there is the weekday effect. 摘要利用GARCH模型族,实证分析了上海股票市场的波动特征,发现存在较为明显的周日效应。
- Threshold t - GARCH model with structural change 变结构门限t-GARCH模型
- Generalized Multivariate GARCH model DCC多元GARCH模型
- And the GARCH models for Dow-Jones average stock return are established with algorithm and forecast of the return is given. The living example proved that this method is a simple and effective algorithm. 并利用算法建立美国证券市场道琼斯指数收益的GARCH模型,进行了走势预测,实例证明它是一个简单有效的算法。
- 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。
- An Empirical Analysis on EMT of Stock Market Based on GARCH Model 基于GARCH模型的股票市场有效性的实证研究
- Standing by him was a model worker. 站在他旁的是一位劳动模范。
- The autoregressive conditional heteroskedasticity (ARCH) [10] and the generalized autoregressive conditional heteroskedasticity (GARCH) model [11] are the representatives. 多项式趋势-自回归-条件异方差模型(ARCH)和广义自回归条件异方差模型(GARCH)就是其中的代表。
- I think I can get that special model for you. 我想我可以为你找到那种特别的型号。
- She has been held up as a model worker. 她被推举为模范工作者。
- He showed us a model of the new office building. 他给我们看了新办公楼的模型。