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- Nonparametric ACD Model and It's Empirical Study on Stock Market in China 非参数ACD模型及其在中国股票市场的实证研究
- nonparametric ACD model 非参数ACD模型
- New development directions of ACD model are discussed based on the results. 最后展望了该模型的发展方向。
- the nonparametric additive ACD model 非参数可加ACD模型
- In the fourth chapter,we put forward basic ACD model and extended ACD models. 第四章主要介绍Engle and Russell(1998)提出的基本的ACD模型，在已有模型基础上又讨论了LOG-ACD模型、TACD模型和FIACD模型，以及这些模型在哪些方面对ACD模型进行了改进。
- Thirdly, I will introduce the ACD model and the raw data I will use in this paper. 样本数据为每只股票这4个月每个交易日的分笔交易数据。
- We research SCD model, which is an important extend of ACD model, compare the statistical properties with ACD model deeply. 研究了ACD的一种重要扩展模型: SCD模型的统计特征,如高阶矩的存在条件以及自相关函数的性质,并将其与ACD模型进行了比较。
- Research based on combination of high frequency data with Auto-regressive Conditional Duration (ACD) Model shows that ACD model can successfully describe the intensity of bargaining arrival. 摘要结合高频数据和自回归条件持续性(ACD)模型进行的研究表明：在中国市场，自回归条件持续性模型可以成功用来衡量交易到达的强度。
- A Test on Nonparametric Specification with Extensive ACD Model Based on the High Frequency Data of Financial Market 基于金融高频数据的ACD模型非参数设定检验
- The paper studies the modeling of ultra-high-frequency time series, then through constructing the ACD model and UHF-GARCH model of index and single stock data in Shanghai Stock Market, the chapter researches its market microstructure. 主要研究了超高频时间序列的建模问题,通过对上海股市的指数和个股的超高频时间序列建立 ACD 模型和 UHF-GARCH 模型,研究了上海股市的微观结构;
- Dynamic ACD Model of Measuring Liquidity of Stock Market 股票市场的流动性度量的动态ACD模型
- Keywords ACD model;failure rate function;random process; ACD模型;失效率函数;随机过程;
- Standing by him was a model worker. 站在他旁的是一位劳动模范。
- 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。
- He taught Tom how to make a model airplane. 他教汤姆作模型飞机的方法。
- John is repairing his model plane at his leisure. 约翰不慌不忙地修理着他的航模。
- The old sailor chipped out a tiny model boat. 那名老水手一点儿一点儿地削出一个小船模型。
- The luxury model gives a smoother ride. 坐这种豪华型汽车感觉很平稳。
