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条件方差的英文

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"条件方差"怎么读用"条件方差"造句

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  • conditional variance

例句与用法

  • Finally , the realistic meaning of persistence character of conditional variances in finance analysis is discussed
    最后讨论了条件方差持续性质在金融分析中的现实意义。
  • Based on the rvarma model , the empirical analysis points out the facts that the conditional variances have a persistent effect on capital asset pricing in model with root
    给出了基于“已实现”波动自回归移动平均模型的实证分析,指出当模型具有单位根时条件方差对资产定价的影响是持续的。
  • Based on the rv - arma model , it is discussed that the persistence of conditional variances has a effect on capital asset pricing model ( capm ) from persistence viewpoint
    在“已实现”波动自回归移动平均模型基础上,从条件方差持续性的角度,讨论了条件方差的持续性对资产资本定价模型的影响。
  • The autoregressive conditional heteroskedastic ( arch ) class of models for conditional variances was put forward by engle ( 1982 ) proved to be extremely useful for analyzing economic time series . garch models have been developed to account for empirical regularities in financial data
    Engle ( 1982 )提出的arch模型,对经济时间序列中的条件方差分析十分有用, arch模型可以很好地刻划金融数据。
  • From results we know that correlation of return time series is not obvious , but correlation of the square time series of return , i . e . , variance time series , is clear . so we use garch model to estimate conditional variance , and calculated parameters in model by the way
    应用相关性分析,得出了收益率序列之间不存在明显的序列相关性,而收益率平方序列存在显著的相关性,即方差序列存在相关性,因此我们使用g刁rch模型建模来估计条件方差,计算出了模型中的相应参数
  • Making use of the time series exhibitions of the fluctuation - rate datum , we make our study for the following two purposes : one is to observe whether the preannouncing companies " temporal - condition variance of the series of the return rate conforms to the demand of sta bility ; the other is to decide whether the preannouncing companies " stocks have asymmetrical - information adjustment , this is to say , to decide how the companies response to good or bad news
    为了进一步检验盈余预告新规则实施效果,我们考虑从波动性入手对股票市场的稳定性进行系统分析。我们尝试利用波动率数值的时间序列表现进行研究,力图了解:预告公司股票日收益率序列的时变条件方差是否满足稳定性要求。预告公司股票是否存在信息非对称性调整现象,即对利好利空消息分别做出何种反应。
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