Arch效应检验,Arch Effect Test
1)Arch Effect TestArch效应检验
2)nonlinear tests for ARCH非线性ARCH效应检验
1.Linear tests andnonlinear tests for ARCH are applied to monthly real effective exchange rate of HK between 1964.对1964-01～-06间港币月度实际有效汇率的收益率数据进行线性测试和非线性ARCH效应检验,估计GJR-GARCH模型参数,并使用标准化残差的残留ARCH效应检验、高阶GARCH检验和参数一致性检验来判断模型设定的结果,据所描绘的信息反应曲线得知:在好消息或坏消息条件下,港币汇率波动呈现显著的非对称性特征。
3)ARCH effectARCH效应
1.The following part analyses the exchange rate risk situation faced by export-oriented SMEs, respectively in short and long term and later based on the ARCH model inputted with the daily data exchange rate of RMB to Dollar from Jan 4, to March 9, , make an empirical research on volatility effect of RMB to Dollar, with a result indicating that significantARCH effect does exist.其后从人民币汇率短期波动和长期走势两个角度对外向型中小企业所面对的汇率风险环境进行了分析,并运用ARCH模型,采用1月4日到3月9日的人民币对美元的日度数据,对金融危机以来人民币对美元的波动效应进行了实证研究,发现人民币对美元汇率波动就有显著地ARCH效应。
英文短句/例句
1.ARCH Efficiency Analyzing of Close-ended Funds Returning Rate;封闭式基金交易收益率的ARCH效应分析
2.Analysis of the ARCH Effect of CNY Exchange Rate Expectation;人民币汇率预期的ARCH效应分析
3.ARCH Tests and Models of RMB Exchange Rate and Stock Price;人民币汇率与股价的ARCH效应检验及模型分析
4.The ARCH effect in the short fluctuation of Chinese stock market and parameter estimate;中国股市短期波动的非线性ARCH效应显著性分析及参数估计
5.The ARCH Model and its Empirical Analysis of Herding Behavior on the Chinese Stock Market;中国股市的羊群效应的ARCH检验模型与实证分析
6.Testing the Asymmetric Effect of Exchange Rate Fluctuation:Using Asymmetric ARCH Models;汇率波动非对称效应的计量检验—基于非对称ARCH类模型
7.The Parameters Estimate and Useless for ARCH Family Model;ARCH模型族的参数估计及其应用研究
8.Research on ARCH-type models and application to Shanghai stock exchange index;ARCH族模型研究及其在沪市A股中的应用
9.Estimation on the VaR Based on ARCH Models;ARCH类模型在风险价值测度中的应用
10.Application of ARCH models in the Financial Markets;ARCH类模型在金融市场中的应用
11.Research on ARCH-type models and applicationto shanghai stock exchange index;ARCH类模型研究及其在沪市A股中的应用
12.Factor selection of the multi-factor ARCH model and the application;因子多元ARCH模型的因子选择及其应用
13.The Application of Asymmetric ARCH Models in Shanghai A Shares非对称ARCH模型在我国沪市A股中的应用
14.The Application and Forecasting on Shanghai Index of The Class of ARCH ModelARCH族模型在上证指数中的应用与预测
15.The ARCH Model and the Application of It in the Time Series;ARCH类模型及其在时间序列分析中的应用
16.The Application Research of Time Series Arch Model in the Futures Market;时间序列ARCH模型在期货市场中的应用研究
17.The Application of ARCH Family Models in the Analysis of BDI;ARCH族模型在干散货运价指数分析中的应用
18.A Study of the Application of ARCH Model in the Financial Market in China;ARCH模型在我国金融市场的应用情况研究
相关短句/例句
nonlinear tests for ARCH非线性ARCH效应检验
1.Linear tests andnonlinear tests for ARCH are applied to monthly real effective exchange rate of HK between 1964.对1964-01～-06间港币月度实际有效汇率的收益率数据进行线性测试和非线性ARCH效应检验,估计GJR-GARCH模型参数,并使用标准化残差的残留ARCH效应检验、高阶GARCH检验和参数一致性检验来判断模型设定的结果,据所描绘的信息反应曲线得知:在好消息或坏消息条件下,港币汇率波动呈现显著的非对称性特征。
3)ARCH effectARCH效应
1.The following part analyses the exchange rate risk situation faced by export-oriented SMEs, respectively in short and long term and later based on the ARCH model inputted with the daily data exchange rate of RMB to Dollar from Jan 4, to March 9, , make an empirical research on volatility effect of RMB to Dollar, with a result indicating that significantARCH effect does exist.其后从人民币汇率短期波动和长期走势两个角度对外向型中小企业所面对的汇率风险环境进行了分析,并运用ARCH模型,采用1月4日到3月9日的人民币对美元的日度数据,对金融危机以来人民币对美元的波动效应进行了实证研究,发现人民币对美元汇率波动就有显著地ARCH效应。
4)ARCH effectsARCH效应
1.This paper analyzes theARCH effects on the rate of return of Shanghai and Shenzhen 300 stock price index which is the object of stock price index futures,and uses the ARCH model and its extended forms to analyze the volatility of Shanghai and Shenzhen 300 index.通过对即将推出的股指期货的标的指数—沪深300指数的收益率序列进行ARCH效应分析,采用ARCH模型及其扩展形式对沪深300指数的波动性进行实证分析,结果表明沪深300指数的收益率序列是有偏的,并具有尖峰厚尾的特点。
2.In this paper,ARCH effects and serial correlation of stock returns are tested.本文检验了我国股市的ARCH效应和序列相关性。
5)Mediation test中介效应检验
6)testing results检验效果
1.Study on improvingtesting results of BP neural networks;改善BP网络检验效果的研究
延伸阅读
验收抽样检验和监督抽样检验标准验收抽样检验和监督抽样检验标准standards for acceptance sampling and audit sampling inspection扣nshou ehoUVa叩Jianyan he iiandu eh以JYang iianyanbi0Ozhun验收抽样检验和监督抽样检验标准(stands记sfor accepteLnce sampling and audit saznpling Ins侧沈-tion)有关抽样检验的中华人民共和国国家标准至1卯8年已达20个。其中验收抽样检验标准有巧个，它们是:①《逐批检查计数抽样程序及抽样表》(GBIT2828一1987)，②《周期检查计数抽样程序及抽样表》(G田T282乡一1987)，③《不合格品率的计量抽样检查程序及抽样表》(GBIT6378一1986)，④《计数序贯抽样检查程序及表》(GBZT8()5l一1987)，⑤《单水平和多水平计数连续抽样检查程序及表》(CBIT 5052一1987)，⑥《不合格率的计量标准型一次抽样检查程序及表》(GBIT 8()53一1987)，⑦《平均值的计量标准型一次抽样检验程序及抽样表》(GBIT 8()54一1卯5)，⑧《不合格品率的计数标准型一次抽样检查程序及抽样表》(GB/T13262一1991)，⑨《跳批计数抽样检查程序》(GWT13263一1卯1)，⑩《不合格品率的小批计数抽样检查程序及抽样表》(GB/T 13么抖一I卯I)，⑧《抽样检查导则》(G田T13393一1卯2)，⑩《挑选型计数抽样检查程序及抽样表》(GBIT13夕场一l卯2)，O《粒度均匀散料抽样检验通则》(G脚T 13732一l卯2)，。(孤立批计数抽样检验程序及抽样表》(GBIT 1523乡一l更抖)，0《计量截尾序贯抽样检验程序及抽样表》(GBIT l63()7一l型拓)。监督抽样检验标准有5个，它们是:①《产品质量监督计数抽样程序及抽样表》(GBIT 14162一1卯3)，②《产品质量平均值的计量一次监督抽样检验程序及抽样表》(GB/T 14灾盯一l臾抖)，③《产品质量监督小总体计数一次抽样检验程序及抽样表)(CBITI，侣2一1卯5)，④《产品质量监督复查程序及抽样方案》(GBIT163C盼一1性尧刹玉)，⑤《产品质量监督计数一次抽样检验程序及抽样方案》(eBzTI科37一l期)。在上述的抽样检验标准中，较有代表性的抽样检验标准是GBIT2828、GB/T132以、GBIT6378、GBlT8()54，月41，、侧，J
