自回归条件异方差模型,ARCH model
1)ARCH model自回归条件异方差模型
1.TheARCH models by Eviews are adopted in this paper to forecast the variance of the benefit of financial capitals from 1993 to .利用自回归条件异方差类模型,采用1993年～的数据对上证指数的波动进行拟合,结果表明,广义自回归条件异方差模型对我国股市波动具有较好的拟合效果。
英文短句/例句
1.The Application of ARCH Model in Shanghai Stock Market;自回归条件异方差模型在我国沪市的应用研究
2.Research on Bayesian Analysis of Autoregressive Conditional Heteroscedaticity Models and Their Application;自回归条件异方差模型的贝叶斯分析及其应用研究
3.Short-Term Electricity Price Forecasting Based on Wavelet Transform and Generalized Autoregressive Conditional Heteroskedasticity Model;基于小波分析与广义自回归条件异方差模型的短期电价预测
4.Application of Wavelet Analysis and Generalized Autoregressive Conditional Heteroscedastic Model Considering Exogenous Variables in Electricity Price Forecast小波分析和考虑外生变量的广义自回归条件异方差模型在电价预测中的应用
5.A Generalized Spectral Density Test of Conditional Autoregressive Heteroscedasticity for Threshold Autoregressive Model;门限自回归模型中自回归条件异方差的广义谱密度检验
6.Day-Ahead Marginal Price Forecasting Based on Autoregressive Conditional Heteroskedasticity-Back Propagation Network Model;基于自回归条件异方差-反向传播网络模型的日前边际电价预测
7.Autoregressive conditional volatility-skewness-kurtosis: A new model自回归条件方差-偏度-峰度:一个新的模型
8.Testing Heteroscedasticity by Wavelets in a Nonparametric Autoregressive Model非参数自回归模型异方差的小波检验
9.Some problems on heteroscedasticity in multi-linear regression models;多元线性回归模型中的异方差性问题
10.Forecasting Financial Volatilities with Sample Quantiles:The Conditional Autoregressive Quasi-range(QCARR)Model;基于样本分位数的波动率估计：条件自回归拟极差模型
11.The Conditional Root Squares Estimation of Regression Coefficient in Restricted Linear Regression Model;约束线性回归模型回归系数的条件根方估计
12.The Autoregressive Conditional Duration Model and Empirical Research;自回归条件持续期模型及其实证研究
13.A Note on Some Probabilistic Properties of AACD Model扩展自回归条件久期模型的概率性质
14.The Test for Heteroscedasticity of Partially Linear Autoregressive Models with an Exogenous Variable具有外生变量部分线性自回归模型的异方差检验
15.Statistical Inference for Conditional Heteroscedastic Time Series Models;条件异方差时间序列模型的统计推断
16.Analysis on Statistics Feature of Autoregressive Conditional Duration Model;自回归条件持续期(ACD)模型的统计特性分析
17.Parameter Estimation Method of Logistic Regression Model in the Condition of Stratum Sample Survey;分层抽样条件下Logistic回归模型的参数估计方法
18.The Conditional Root Estimation of Regression Coefficient in Restricted Linear Model;约束线性模型下回归系数的条件根方估计
相关短句/例句
heterogeneous autoregressive conditional heteroskedasticity model异质自回归条件异方差模型(HARCH模型)
3)GARCH广义自回归条件异方差模型
1.Bsaed on the mathematical inference with the mixture of distribution hypothesis(MDH) theory,we take the stock index of Shanghai and Shenzhen markets as the research object and introduce the real trading volume and the trading volume considering the autocorrelation and the day-ofthe-week effect into the generalized autoregressive conditional heteroskedasticity(GARCH) model.基于分布混合假说(MDH)理论的数学推导,以我国深沪股市的大盘指数为研究对象,检验原始交易量、包含自相关性的交易量对广义自回归条件异方差模型(GARCH)效应的解释效果,并分析日历效应对交易量与股价波动性关系的特殊影响。
4)mixture generalized autoregressive conditional heteroscedastic model混合广义自回归条件异方差模型
5)GARCH广义自回归条件异方差模型(GARCH)
6)ultra-high-frequency generalized autoregressive conditional heteroskedasticity model超高频广义自回归条件异方差模型
延伸阅读
回归方差分子式：CAS号：性质：反映自变量与因变量之间的相关程度的方差，其值是回归平方和除以回归自由度。
