| 1. | Financial time series forecasting based on nonlinear tracking - differentiator
微分器的金融时间序列预测 |
| 2. | Many financial time series have a number of characteristics in common
金融或经济时间序列有一些共同特征。 |
| 3. | The comparative research between the sv and garch models on their abilities to describe financial time series
非最小相位线性非高斯序列的替代数据检验 |
| 4. | The change - point analysis in financial time series has been regarded as one of the core areas of research in statistics
金融时间序列模型的变点分析是一类重要的统计问题，它引起众多学者的关注。 |
| 5. | A method is proposed for the analysis of the financial time series , which is based on the properties of multi - resolution and the thinking of denoise
利用小波分析的多分辨特性和滤波思想，对它在经济时间序列分析中的应用作了研究。 |
| 6. | Liang , q . , and teng , j . z . , 2006 . unit root and structural breakpoints in china macroeconomic and financial time series . frontiers of economics in china , 1 ( 4 ) , 537 - 559
滕建州、梁琪： 《中国区域经济增长收敛吗？基于时序列的随机收敛和收敛研究》 ， 《管理世界》 ， 2006年第12期。 |
| 7. | It is found from the comparison that the arch type models with stable paretian innovation is more capable to capture characteristics of financial time series than arch type models with normal and student ' s t innovations
通过模型的比较分析，得到基于稳定分布的arch类模型比基于正态分布、 t分布的arch类模型能更好地刻划金融时间序列的特征。 |
| 8. | In last chapter , a new conception and model for var , based on prediction are brought forward . finally , a kind of new kernel density estimating function , adapting to financial time series is employed to extend time series kernel density estimating model
文中最后一部分，从风险价值预测的角度出发，建立了基于var预测的概念和模型，提出了一种适合估计金融时间序列分布的核密度函数，并采用加权法推广了时间序列核密度估计模型 |
| 9. | The popularity of fractal markets is proved after demonstrations on three disparate financial time series . 2 estimating the nonlinear cointegration function is the key issue in nonlinear cointegration research . wavelet neural network is introduced into the nonlinear cointegration modeling , and the modeling method is presented
2 、非线性协整函数的估计是非线性协整研究中的核心问题，论文将小波神经网络引入非线性协整建模研究之中，利用小波神经网络给出了非线性协整建模方法。 |
| 10. | One is the qualitative analysis from the micro stratification ; another is quantitative analysis by using financial time series methods . thus this paper expected to offer decision - making reference and theoretical support for the government ’ s intervention on the foreign exchange market under different economic environment . with respect to methodology , this paper takes a microeconomic approach
本文的研究思路是,首先确立从微观层面进行分析;其次从理论上的逻辑推理到实证检验的支持,二者有机结合来说明汇率波动的微观原因以及汇率波动的特点;最后在此基础,针对汇率波动的不同情形,提出政府干预汇率波动的政策建议。 |
