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Chinese translation for "garch模型"

generalized arch

Related Translations:
garch:  我国股票价格序列波动的
Example Sentences:
1.We examine the impact mainly by means of variance equality test and garch model
本文的主要分析方法是方差相等检验和构建garch模型
2.Chapter four is an research on the risk , return and fluctuation of our market
第四章运用garch模型对中国股票市场的市场波动特征以及市场波动和报酬间的关系进行实证分析。
3.For example , it could be caused by the investors " trades in advance of the government ' s announcement of decreasing the stamp duty rate
所构建的garch模型也显示,在较长时期里,证券交易印花税率的下降对股市波动性的影响也不显著。
4.Thereafter , mathematician and econometricians brought forward various subsidiaries of arch models according to the request in the practical research and formed a arch model system
此后,经济学家和数学家又根据在实际研究中的需要,提出了许多garch模型的变异,形成了一个arch模型体系。
5.Considering that the optimization algorithm based on gradient information is powerless in multivariate garch modeling , we use genetic algorithm to optimize the likelihood function of multivariate garch model
针对传统的基于梯度信息的优化算法在多元garch模型估计中的不足,将遗传算法引入多元garch建模研究,给出了算法设计。
6.Secondly , we divide volume into two parts : the volume which can be anticipated and the volume which can not . and there exist linear and nonlinear relationships between volume which can not be anticipated and price fluctuation
其次,不仅对收益率和成交量进行garch模型检验,同时还把成交量区分成可预期部分和不可预期部分进行garch模型检验。
7.We will give the asymptotic normality and consistency of mle for multivariate model with constant correlation introduced by bollerslev ( 1990 ) . 3 . moreover we will introduce the agarch model with non - normal distribution and have empirical study shows that the model suggested is feasible
在多维的情形下,着重研究bollerslev ( 1990 )提出的常数相关的多维garch模型的极大似然估计( mle )的渐近正态性和相合性。
8.The use of garch models with stable paretian innovations in financial modelling has been recently suggested in the literature . the extension of egarch model with stable paretian distribution and a sufficient condition for the stationarity are put forward
近年来基于稳定分布的garch模型常被应用于金融时间序列的建模,从而推广了egarch模型,得到了基于稳定分布的egarch模型,给出了该过程有平稳解的一个充分条件。
9.Chapter 4 , empirical test . this part uses the var models to measuring the var of shanghai stock market and shenzhen stock market and analyzed the conclusion . chapter 5 , introduce the definition of marginal var , component var and increment var and give empirical test
本部分首先给出了本文的研究方法一摩根集团采用的risk一metrics方法、基于garch模型的garch一t 、 garcll一右ed模型和考虑到我国政策多变性带两个虚拟变量的garch一t模型,基于极值理论的var一x方法。
10.In this essay , firstly the author analyzes the predictability of time series from china ' s stock exchange using three kinds of methods : arma model , neural network model and non - parametric estimation and gives evaluation on their performances while at the same time puts forward some conclusions deserving attention from both stock exchange supervising department and stock traders . secondly , the author examines the assumptions closely on which the above - said methods base and gives a detailed discussion on them , especially using garch model to test quantitatively the stability of china ' s stock exchange , afterwards drawing the conclusion that it is hard to make accurate prediction of price or return rate of china ' s stocks for none of the assumptions fully holds ground . thirdly , taking account of the difference between chinese stock traders as a whole and that of developed countries , the author gives a thorough analysis on the complexity and volatility of its ( traders " ) reaction to information and points out that the intrinsic heterogeneous and volatile reaction to information is an important reason for the almost unpredictability of the price or return rate in china ' s stock exchange
本文首先采用arma模型、非参数模型以及神经网络模型对我国股市时间序列进行研究,对三种方法在分析我国股市时间序列的表现进行评价,并得出了一些对监管部门以及股票交易者有借鉴意义的结论;其次作者对三种模型分析我国股市时间序列的前提进行了讨论,特别是利用garch模型对我国股市的系统稳定性进行了量化检验,得出了前提难以满足导致准确预测我国股市价格或收益率困难的结论;第三,考虑到中国股市股票交易者群体与发达国家股市股票交易者群体之间的差异,作者借用行为金融学的理论成果对我国股票交易者对信息反应的复杂性和易变性进行了详细分析,指出股票交易者对信息反应的异质性和易变性是造成难以准确预测我国股市的一个重要原因,考虑到我国股市以散户为主导的特性将长期存在,因此将行为金融学的研究结论纳入对我国股市时间序列的量化研究具有重要的意义;最后,作者从唯理预测与唯象预测之间差异的角度出发,指出了唯象预测的缺点并对我国股市时间序列的研究方向进行了展望。
Similar Words:
"garching" Chinese translation, "garching bei münchen" Chinese translation, "garching iodine laser system" Chinese translation, "garchitorena" Chinese translation, "garchon" Chinese translation, "garci" Chinese translation, "garcia" Chinese translation, "garcia alex" Chinese translation, "garcia almirante domecq" Chinese translation, "garcia almirante jose" Chinese translation