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- The conditional heteroscedasticity is a typical characteristic of finance time series. 摘要条件异方差是金融时间序列变量的一个典型特征。
- 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。
- The autoregressive conditional heteroscedasticity (ARCH) model and cointegration theory of the non-classical econometrics are reviewed. 3. 2.;对非经典计量经济学中的条件异方差模型和协整理论作了较为完整的综述。
- Especially, when we consider conditional heteroscedasticity during the hedging simulation, we use the method of EWMA which represent the volatility smile and is often used in calculating the VAR. 特别是,在利用该期权合约对上证指数基金模拟套期保值时考虑到异方差性,本文将利用指数滑动平均模型来度量市场波动率,体现了“波动率微笑效应”,模拟结果达到了良好的效果。
- Lin, Bing-Huei &Shih-Kuo Yeh，2000，On the Distribution and Conditional Heteroscedasticity in Taiwan Stock Prices，Journal of Multinational Financial Management, Vol. 10, pp. 367-395. 叶仕国、林丙辉，民国八十八年，台湾股票价格非连续跳跃变动之研究，证券市场发展季刊第十一卷第一期，页61-92。
- 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。
- autoregressive conditional heteroscedasticity 自回归条件异方差
- conditional heteroscedasticity matrix 条件异方差矩阵
- The Persistence of Autoregressive Conditional Heteroscedasticity 自回归条件异方差的持续性研究
- nonlinear generalized autoregressive conditional heteroscedasticity 非线性广义自回归条件方差
- Markov-generalized autoregressive conditional heteroscedasticity model MARKV-GARCH模型
- "If we go" is a conditional clause. "要是我们去的话"是条件子句。
- The duration of such conditional release. 假释期这种有条件释放的期限
- conditional heteroscedasticity 条件异方差
- Depending on a proviso; conditional. 有附带条件的依赖于限制性条文的; 条件性的
- This is conditional on the overall plan. 这决定于总的计划。
- The conditional must produce a boolean result. 条件必须产生一个布尔结果。
- Discharge may be conditional or unconditional. 解除责任可以是有条件或无条件的。
- Employment is conditional on his ability. 是否雇用他取决于他的能力。
- The antecedent of a conditional statement. 一个条件句前提
