arch模型的英文

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"arch模型"怎么读用"arch模型"造句

英文翻译手机版

autoregressive conditional heteroskedasticity

"arch"英文翻译 adj. 诡诈的；淘气的。 an arch smile ...
"模型"英文翻译 model; pattern
"-arch" 英文翻译 : n. 后缀统治者，王，皇帝： matriarch, monarch.
"arch" 英文翻译 : n. 1.【建筑】弓架结构；拱廊；拱门；弓形门；穹窿，拱洞，拱顶。 2.弓形，半圆形。 a memorial arch 纪念门，牌坊。 a triumphal arch 凯旋门。 arch of the foot 足底弓。 the arch of the heavens 苍穹。 the Court of Arches (坎特伯雷的)宗教裁判上诉院。 vi. 1.【建筑】作(成)拱。 2.成弓形，弓着。 vt. 1.【建筑】把…作成拱形；使弯作弓形。 2.用拱连接，用拱覆盖。 The rainbow arches the heaven. 虹在天上成弓形。 A cat arches its back. 猫弓着背。 adj. 首要的；总的。 the arch villain 流氓头子。 adj. 诡诈的；淘气的。 an arch smile 顽皮的微笑。
"arch-" 英文翻译 : 前缀首位的，最高的，主要的： archduke, archbishop.
"the arch" 英文翻译 : 董夫人
"模型" 英文翻译 : 1.(仿制实物) model; pattern 模型所代表的实物 antitype; 模型展品scale model; 飞机模型 model of an airplane; 复制模型 replica; 原尺寸模型 mock-up; 机器的模型 pattern of a machine; 做一个汽船模型 model a steamboat; 他用粘土做模型。 he models in clay.2.(制砂型的工具) mould; pattern3.(模子) model set; mould pattern; layout; type; representation; cast; version; matrix; mock-up; shape
"arch centering, arch center" 英文翻译 : 拱架
"straining arch; strainer arch" 英文翻译 : 扶拱
"abutment arch" 英文翻译 : 支墩拱
"active arch" 英文翻译 : 有效拱
"acute arch" 英文翻译 : 尖拱; 锐拱
"adjustable arch" 英文翻译 : 调节拱
"aerial arch" 英文翻译 : 空鞍; 蚀顶背斜
"also arch" 英文翻译 : 古语作
"alveolar arch" 英文翻译 : 牙槽弓
"anastomotic arch" 英文翻译 : 吻合弓
"annular arch" 英文翻译 : 环形拱
"anterior arch" 英文翻译 : 前弓; 前拱
"anticlinal arch" 英文翻译 : 背斜拱起; 背斜穹拱
"anticrepuscular arch" 英文翻译 : 反曙暮光反曙暮辉
"antitwilight arch" 英文翻译 : 反曙光弧
"aortic arch" 英文翻译 : 织脉弓; 主动脉，弓动脉; 主动脉弓
"apsis arch" 英文翻译 : 教堂半圆形后殿拱
"aqueduct arch" 英文翻译 : 输水道拱

例句与用法

This paper also considers the mean change point estimation in chapter 4
对arch模型的均值变点进行估计。
Chapter 3 studies the problem of multiple change point test in arch models
对arch模型的多变点进行检验与估计。
The arch model with its introduction of autocorrelation hypothesis of observation data describes and explains convincingly the unevenness and fat - tail distribution of financial data
Arch模型引入观测数据方差自相关假设，有力地刻划和解释了金融数据的丛集性和厚尾尖锋特性。
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。
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。
Secondly , theoretical models for time series , such as garch , egarch , tarch and garch - in mean , and the methods of parameter estimation are introduced . then , these models are employed to test the volatility in shanghai a - share , shanghai b - share , shenzhen a - share and shenzhen b - share . next , in chapter 4 , we study the co - integration and test the granger causality between the four share indexes . finally , the spillover of volatility between a - shares and b - shares markets are tested
第二,通过模型的比较分析,发现残差基于t分布的arch类模型较之基于正态分布和ged分布的arch模型能更好地刻画我国股指收益率序列的特征。第三,沪深a股在两个阶段的变化甚微,保持着非对称效应,对利空消息的波动大于利好消息的波动,风险补偿为正向,且风险补偿系数的变化不大。
This paper uses arch model method in econometrics to set up an auto - regression model with different variance characteristic , which catches to the signal of herd behavior that can be comparatively sensitive . basing on the sample stocks of the index 180 of sse for studying sample , author conduct empirical tests on the non - linear relations between csad ( cross - sectional absolute deviation of returns ) and the market returns to judge whether the herd behavior in the stock market of china is remarkable . according to the empirical analysis , author finds , both in the up - market and down - market , certain herd behavior exist on the stock market of our country
本文运用计量经济学中的arch模型方法，建立了一个能较为敏感的捕捉到羊群行为信号的具有异方差特性的自回归模型，以上证180指数样本股为研究样本，通过检验个股截面收益的绝对偏差( csad )与市场组合收益的非线性关系，来判断我国股市羊群行为是否显著，通过实证分析，我们发现，无论是市场上涨阶段还是下跌阶段，我国股市都存在一定的羊群行为，同时，本文通过比较分析，对实证结果进行深入的剖析，对羊群行为的形成原因进行简要的分析，并对如何控制羊群行为提出了一些政策性建议。