三变量GARCH模型,Trivariate-GARCH Model英语短句,例句大全

三变量GARCH模型,Trivariate-GARCH Model
1)Trivariate-GARCH Model三变量GARCH模型
2)Multivariate GARCH(1,1)多变量GARCH(1,1)模型
3)Bivariate GARCH双变量GARCH模型

英文短句/例句

1.The Inflation and Output Gap Variability Tradeoff in China:Evidence from a GARCH Model中国通货膨胀与产出缺口变异性替代关系的研究——基于双变量GARCH模型的分析
2.Empirical Analysis on GARCH-type Models and VaR;GARCH模型与VaR的度量研究
3.Residual CUSUM Tests for Parameters' Change in GARCH Error Models with Deterministic Trend带趋势项GARCH误差模型参数变化的残量检验
4.Detection of Change-point in ARCH and GARCH Models;ARCH模型和GARCH模型的变点检测
5.Petroleum Price Stimulation Based on GARCH Model;基于GARCH模型的石油价格变动模拟
6.The Applicatiion of GARCH Moldel in computhing The VaR of Stock Junket;GARCH模型在股票市场风险计量中的应用
7.Research on Spurious Co-persistence of Threshold Vector GARCH Model with Structural Change;多元变结构门限GARCH模型的伪协同持续性研究
8.Variable Intercept Panel GARCH(1,1) Model with Random Effect and Its Application;随机影响变截距面板GARCH(1,1)模型及其应用
9.The risk-measury applicetion to Garch model family in ShangHai stock manlect;Garch模型族在上海股市风险计量中的应用
10.Research of GARCH Model Applying to Measuring Risks in Chinese Stock Market;GARCH模型在我国深市风险度量中的应用研究
11.Market risk measurement of copper futures in China based on VaR-GARCH models;基于VaR-GARCH模型族的我国期铜市场风险度量研究
12.Volatility s persistence: explanation by trading volume based on GARCH model;波动率的持续性:基于GARCH模型的成交量解释
13.A Study on Financial Risk Measurement Based on Heavy Tail Distribution and GARCH Model基于厚尾分布和GARCH类模型的金融风险度量研究
14.ARMA-GARCH Models for Chinese Inter-bank Borrowing Interest Rate and Empirical Analysis on Its VaR同业拆借利率的ARMA-GARCH模型及VaR度量研究
15.GARCH Models and Its VaR Empirical Analysis on Foreign Exchange Risk外汇风险度量研究——基于GARCH类模型及VaR方法
16.The Measure of VaR of the Chinese Stock Exchanges Based on a New MARKOV-GARCH ModelMARKOV-GARCH模型对我国证券市场在险价值的度量
17.Bivariate option pricing with GARCH-NIG model and dynamic copula;基于GARCH-NIG模型和动态Copula的双标的型期权定价(英文)
18.VaR Model Based on Fattailed GARCH;基于fattailed-garch的VaR模型