ARCH模型,ARCH model
1)ARCH modelARCH模型
1.ARCH model of share yields on china stock market and empirical analysis;中国股市收益的ARCH模型与实证分析
2.Diagnose analysis inARCH models;ARCH模型的诊断分析
3.The comparison of ARIMA model andARCH model application in HongKong stock price index prediction;ARIMA模型与ARCH模型在香港股指预测方面的应用比较
英文短句/例句
1.Bootstrap Method in ARCH Model;Bootstrap方法用于ARCH模型
2.Detection of Change-point in ARCH and GARCH Models;ARCH模型和GARCH模型的变点检测
3.Research on relationship between ARCH and SV models;ARCH模型与SV模型之间的关系研究
4.The Parameters Estimate and Useless for ARCH Family Model;ARCH模型族的参数估计及其应用研究
5.The Positive Research on China s Stock Market with ARCH Models;ARCH模型在中国股市中的实证研究
6.SD-ARCH model for tanker freight rates;油船运价的SD-ARCH模型研究
7.ARCH Model for Stock Return of Shanghai Based on QPSO Algorithm;基于QPSO的上证指数ARCH模型
8.Strong Law of Large Number of the Absolute Value Sequences from ARCH;ARCH模型绝对值序列的强大数定律
9.Empirical Study on Stock Return of Shanghai Through ARCH with PSO Algroithm;利用PSO对上证指数ARCH模型的实证研究
10.Empirical Study on Stock Through Arch Based on PSO Algorithm;基于PSO的证券市场ARCH模型实证研究
11.Empirical Study on Stock Through ARCH Based on QPSO Algroithm;基于QPSO的证券市场ARCH模型实证研究
12.Stationarity for a Finite-order ARCH-type Bilinear Model;ARCH型有限阶双线性模型的平稳性
13.Research on Volatility in Chinese Stock Market Based on ARCH Family Models;基于ARCH族模型的中国股市波动性研究
14.Measuring the risk aversion by the semi-parametric ARCH-M model;基于半参数ARCH-M模型的风险厌恶度量
15.An Empirical Analysis of the Shenzhen Stock Market by ARCH Models;ARCH族模型对深证指数的实证分析
16.Asymptotic Convergence for Weighted Sums Sequences of ARCH(∞) Model;ARCH(∞)模型加权和序列的渐近收敛性
17.Research on ARCH-type models and application to Shanghai stock exchange index;ARCH族模型研究及其在沪市A股中的应用
18.Estimation on the VaR Based on ARCH Models;ARCH类模型在风险价值测度中的应用
相关短句/例句
ARCH modelARCH类模型
1.The idea of introducingARCH models into the VaR estimation is justified by concrete step of how to useARCH models to calculate VaR.将ARCH类模型用于计算风险价值,会在很大程度上提高风险价值测度的精度。
2.Then, various measurement methods, such as moving average method,ARCH model, stochastic volatility model and implied volatility method are mainly presented.接着,主要介绍移动平均方法、ARCH类模型、随机波动模型以及隐含波动性方法,并在移动平均方法中引入了稳健型指数加权移动平均方法和基于非对称Laplace分布的有偏型指数加权移动平均方法,对ARCH类模型和SV模型及二者的主要扩展模型进行了较为全面的论述,并对模型参数的估计方法进行了介绍。
3.ARCH model,GARCH model and GARCH-M model were introduced,and the character of ARCH-type model was analyzed.介绍ARCH模型、GARCH模型和GARCH—M模型,分析ARCH类模型的特点。
3)ARCH modelsARCH类模型
1.Application ofARCH models in the Financial Markets;ARCH类模型在金融市场中的应用
2.This article analyzes briefly the characteristic of differentARCH models and then uses relevant models to carry on the empirical study on the market fluctuation characteristics of Chinese securities investment fund.根据不同类型的ARCH类模型的特点及其所刻画的市场波动特征,本文对中国证券投资基金市场波动的聚集性进行检验,分别运用EGARCH和TGARCH模型对证券投资基金波动的非对称性和杠杆效应进行实证研究,运用EGARCH-M模型对证券投资基金波动的风险溢价效应进行实证分析,运用改进的EGARCH模型对证券投资基金波动与信息的关系进行实证研究,并对实证结果进行分析。
3.In this paper, the volatility of Chinese stock market is investigated using theARCH models with regime-switching in the volatility(SWARCH).SWARCH模型较传统的ARCH类模型显著地提高了股票市场波动性的描述与预测能力。
4)ARCH-M modelARCH-M模型
1.Measuring the risk aversion by the semi-parametricARCH-M model;基于半参数ARCH-M模型的风险厌恶度量
2.Due to the problem of "curse of dimensionality", we propose an adaptive Function-CoefficientARCH-M model to measure the risk aversion.本文就是要研究总体风险厌恶与多个经济变量的关系,由于出现了“维数祸根”问题,所以我们提出了适应性函数系数ARCH-M模型并用来度量风险厌恶。
5)ARCH family modelsARCH类模型
1.This paper has usedARCH family models to test the volatility of the return rate of Chinese stock market and discovered that there are some characteristics such as "time variation ","cluster" and "asymmetry" in the market.基于用ARCH类模型对我国股市收益波动进行的实证分析表明,我国股市收益波动具有“时变性”、“集群性”和“不对称性”三个特征;但在我国,政策因素作为影响股市走势的一个重要变量的事实比较明显。
6)ARCH ModelsARCH族模型
1.This paper applies the newest datas from 2000 to to analyze the Shenzhen stock market by the ARCH models.ARCH族模型是动态非线性的股票定价模型,在金融和经济领域具有广阔的应用前景。
延伸阅读
arch分子式：CAS号：性质：在容器内的粉料层中如果形成能承受上方粉料的压力而不将此压力传递给下方的面，此面即称为拱桥。拱桥是向上凸起的曲面，其最大主应力沿拱桥曲面作用，沿拱桥垂直方向的最小主应力为零。在重力作用下进行的粉料流出过程中可能反复出现拱桥的形成和崩解过程，此种拱桥称为动拱桥。
