English translation for "条件方差"
|
- conditional variance
Related Translations:
方差传播: variancy propagation 分布方差: distribution variancevariance of distribution 方差分析: analysis of variance anovaanalysis of variance(anova)analysisofvarianceanova analysis of variancedispersion analysismean-variance analysisvariance analysis 标准方差: standard variancestandarddeviation 方差矩阵: covariance matrixdispersion matrixvariance matrix
- Example Sentences:
| 1. | 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。 | | 2. | 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。 | | 3. | 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。 | | 4. | 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。 | | 5. | 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 | | 6. | 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。 |
- Similar Words：
- "条件反射学说" English translation, "条件反射治疗" English translation, "条件反射自发性恢复" English translation, "条件反应" English translation, "条件返回" English translation, "条件方程" English translation, "条件方程式" English translation, "条件方程式常数项" English translation, "条件防御运动反应" English translation, "条件费用" English translation
|
|
|
