动态条件相关二元GARCH,DCC-(BV)GARCH model英语短句,例句大全

动态条件相关二元GARCH,DCC-(BV)GARCH model
1)DCC-(BV)GARCH model动态条件相关二元GARCH
2)dynamic conditional correlation multivariate GARCH动态条件相关多元GARCH模型
1.In this study,we deal with the dynamic relationship between return and three liquidity risks proposed by Acharya and Pedersen and systematic risk variables in Shanghai Stock Markets,by applying the dynamic conditional correlation multivariate GARCH(DCC-MVGARCH) proposed by Engle and the method of vector auto-regression(VAR).应用Engle(2002)提出的动态条件相关多元GARCH模型(DCC-MVGARCH)和向量自回归(VAR)方法,研究了上海股票市场收益与Acharya and Pedersen(2005)提出的三种流动性风险以及系统风险变量的动态关系。
3)dynamic conditional correlation动态条件相关系数
1.The diagonal dynamic conditional correlation model is applied to estimate the dynamic conditional correlations among oil markets,calculate the dynamic hedging ratios between spot market and futures market,and evaluate the hedging performance of different kinds of markets portfolio,including WTI and Brent markets and cross markets.以WTI和Brent两地的原油现货市场和期货市场为研究对象,选择对角化的动态条件相关(DCC)模型估计了市场间的动态条件相关系数,求解了WTI市场、Brent市场及跨市的动态套期保值比,评价了各种市场组合的套期保值效果。
4)bivariate-GARCH二元GARCH
1.This paper uses bivariate-GARCH model to analyze the co-movement relationship between Chinese stock market and American stock market over the period of 2002 to 2007.用二元GARCH模型的方法建立了中美股票市场的波动模型,考察了中美两个股票市场从2002—2007年间的股指波动的联动性问题。

英文短句/例句

1.An Empirical Research on the Effect for Segmentation on Chinese Bond Market;基于二元GARCH方法对我国国债市场的分割性检验
2.The Relation between Warrant Market and Its Underlying Assets;权证市场和基础市场关系研究——基于二元GARCH模型的实证分析
3.Multivariate GARCH Model and Its Application in VaR;多元GARCH模型及其在VaR计算中应用
4.A Simple Class of Multivariate GARCH Models and Application;一种多元GARCH模型及其应用研究
5.Applications of Multivariate GARCH Models to the Asian Stock Markets多元GARCH模型在亚洲股票市场的应用
6.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
7.Multivariate Copula-GARCH Model and Its Applications in Financial Risk Analysis;多元Copula-GARCH模型及其在金融风险分析上的应用
8.Multivariate GARCH modeling and its application in volatility analysis of Chinese stock markets;多元GARCH建模及其在中国股市分析中的应用
9.Multivariate Copula-GARCH Model and Its Applications in Portfolio Value-at-Risk多元Copula-GARCH模型及其在期货风险分析中的应用
10.Empirical research on dynamic OHR about electricity futures based on multivariate GARCH models基于多元GARCH模型的电力期货动态OHR实证研究
11.The Forecast Performance of Two Style GARCH Models and Portfolio VaR Computation两类多元GARCH模型的预测绩效和组合VaR的研究
12.Application of Multivariate Factor-GARCH Model in the Decision-making of Portfolio因子多元GARCH模型在资产组合投资决策中的应用
13.Forecast and Fit for Exchange Rate of Yen against Dollar Using GARCH Model运用GARCH模型对日元兑美元汇率序列的拟合与预测
14.Futures Portfolio Margin Model and It s Application Based on MVGARCH-VaR;基于多元GARCH-VaR的期货组合保证金模型及其应用研究
15.Applications of multivariate GARCH models in the study of volatility transmission of Chinese corporate bonds;多元GARCH模型在国内企业债券波动传递研究中的应用
16.Research on the Garch Model Based on Ant Colony Algorithm in the Forecast of the Rmb-Usd Exchange Rate基于蚁群算法的GARCH模型的人民币—美元汇率预测研究
17.Volatility Transmission Analysis and Risk Measurement of Main Sector Indices of A Shares Based on Multivariate GARCH Models基于多元GARCH模型的A股主要行业指数波动率溢出分析及风险度量
18.Volatility Spillover Effects and Risk Contagious:Evidence from the Domestic and Foreign Stock Markets Based on the MGARCH Mode国内外股市波动溢出效应——基于多元GARCH模型的实证研究

相关短句/例句

dynamic conditional correlation multivariate GARCH动态条件相关多元GARCH模型
1.In this study,we deal with the dynamic relationship between return and three liquidity risks proposed by Acharya and Pedersen and systematic risk variables in Shanghai Stock Markets,by applying the dynamic conditional correlation multivariate GARCH(DCC-MVGARCH) proposed by Engle and the method of vector auto-regression(VAR).应用Engle(2002)提出的动态条件相关多元GARCH模型(DCC-MVGARCH)和向量自回归(VAR)方法,研究了上海股票市场收益与Acharya and Pedersen(2005)提出的三种流动性风险以及系统风险变量的动态关系。
3)dynamic conditional correlation动态条件相关系数
1.The diagonal dynamic conditional correlation model is applied to estimate the dynamic conditional correlations among oil markets,calculate the dynamic hedging ratios between spot market and futures market,and evaluate the hedging performance of different kinds of markets portfolio,including WTI and Brent markets and cross markets.以WTI和Brent两地的原油现货市场和期货市场为研究对象,选择对角化的动态条件相关(DCC)模型估计了市场间的动态条件相关系数,求解了WTI市场、Brent市场及跨市的动态套期保值比,评价了各种市场组合的套期保值效果。
4)bivariate-GARCH二元GARCH
1.This paper uses bivariate-GARCH model to analyze the co-movement relationship between Chinese stock market and American stock market over the period of 2002 to 2007.用二元GARCH模型的方法建立了中美股票市场的波动模型,考察了中美两个股票市场从2002—2007年间的股指波动的联动性问题。
5)correlative condition相关条件
1.Research on processing technology of mixed fermented pulpy vegetable drink (Study on processing technology and correlative conditions of fermented vegetable drink);果肉型混合发酵蔬菜汁饮料加工技术研究(二)——发酵蔬菜汁饮料生产工艺及相关条件的研究
6)conditional correlation条件相关