EC-EGARCH模型,EC-EGARCH model英语短句,例句大全

EC-EGARCH模型,EC-EGARCH model
1)EC-EGARCH modelEC-EGARCH模型
1.Bivariate EC-EGARCH model is constructed based on co-integration test and granger causality model.根据向量自回归模型的脉冲响应函数和方差分解方法,借助协整关系和格兰杰因果关系,构建双变量EC-EGARCH模型,对我国黄金期货市场与现货市场的价格关系实证。

英文短句/例句

1.An Empirical Research of the Volatility and Spillover Effects of Stock Index Future Market Based on 2-EC-EGARCH Model股指期货波动溢出效应的实证研究——来自双变量EC-EGARCH模型的证据
2.The Leverage Effect in Chinese Stock Markets Based on EGARCH Model;基于EGARCH模型的我国股市杠杆效应研究
3.CVAR-EGARCH-GED Model and Its Application Base on Copula Theory基于Copula理论的CVaR-EGARCH-GED模型研究及应用
4.Study on Risk Measurement in Chinese Stock Market Based on EGARCH-GED Model基于EGARCH-GED模型下的股市风险测度研究
5.The Study on Insider Trade of Stock Market on the Base of EGARCH Model;基于EGARCH模型的证券市场内幕交易问题研究
6.On the return and risk in China gold market based on EGARCH model;基于EGARCH模型的中国黄金市场风险与收益研究
7.A Research of Information Symmetry of Chinese Stock Market Based on EGARCH Model;基于EGARCH模型的我国股市信息对称性研究
8.Analysis of EGARCH-VaR Models in Measuring Risk in Chinese Stock Markets;基于EGARCH-VaR模型的沪深股市风险分析研究
9.Analysis of the volatility of Shanghai and Shenzhen stock markets with the ARMA-EGARCH-M model;基于ARMA-EGARCH-M模型的沪深股市波动性分析
10.The Comparative Research on Shanghai Stock Market Between the GARCH and EGARCH Model Under Different Distributions;不同分布下GARCH和EGARCH模型对上海股市的比较研究
11.An empirical study of the EGARCH model Shanghai stock composite index by the improved real-coded genetic algorithm;利用遗传算法对上证综指EGARCH模型的实证分析
12.Volatility Analysis of Shenzheng Stock Market Based on VaR- EGARCH(1, 1)-GED Model;基于VaR-EGARCH-GED模型的深圳股票市场波动性分析
13.Fit and Analyze the Stock Market s Volatility in China with the AR-EGARCH-M Model;用AR-EGARCH-M模型对中国股市波动性的拟合分析
14.The Volatility of Chinas Stock Market--the Application of the EGARCH-M Model;中国股票市场的波动性研究——EGARCH-M模型的应用
15.Volatility analysis of return of exchange rate using ARFIMA-EGARCH-M modelARFIMA-EGARCH-M模型在汇率收益率波动分析中的应用
16.Application of EGARCH-GED Model for Calculating Value at Risk in Chinese Futures Market;EGARCH-GED模型在计量中国期货市场风险价值中的应用
17.Extended data envelopment analysis model based on C~2GS~2 model-EC~2GS~2;扩展的数据包络分析C~2GS~2模型——EC~2GS~2
18.The Sustainable Development of Regional Ec-Re-En System based on System Dynamics model区域Ec-Re-En协调发展SD模型及政策建议

相关短句/例句

AR-EGARCH modelAR-EGARCH模型
1.Firstly,based on the basic characteristics of return series in Chinese Stock Market,AR-EGARCH model is used to obtain its effect of autocorrelation,clustering fluctuation and especially the "leverage effect" of fluctuation.根据我国股市市场收益的基本特征,首先运用AR-EGARCH模型来捕获上海证综合指数收益序列的自相关性、波动集聚性和杠杆效应;然后利用广义误差分布估计其厚尾分布,建立了能准确度量时变风险价值的AR-EGARCH-GED模型,并与基于正态分布和学生t分布的AR-EGARCH模型所计算的风险价值效果进行比较。
3)EGARCH modelEGARCH模型
1.A Research of Information Symmetry of Chinese Stock Market Based on EGARCH Model;基于EGARCH模型的我国股市信息对称性研究
2.ARIMA and EGARCH models are built to simulate and forecast the pattern of the rate.在简要介绍时间序列模型的基础上,使用人民币/美元的日汇率值进行实证研究,建立相应的ARIMA模型和EGARCH模型并进行预测和评价。
3.Results obtained show that the EGARCH model is a better model for frequent volatility of.利用 ARCH类模型对深圳成份指数的波动进行拟合 ,结果表明 ,EGARCH模型对我国股市波动具有较好的拟合效
4)EGARCHEGARCH模型
1.This paper systemmatically studies the asymmetry of the price variability of Chinese stock markets and contrasts it with those variabilities on mature markets,with composite indexes from seven countries(including Shanghai Composite and Shenzhen Component) as samples,and EGARCH models as the research tool.以7个国家的综合指数(包括我国上证指数与深成指数)为样本,以EGARCH模型系统研究我国股票市场上价格波动的非对称性以及这种非对称性与成熟市场上的差别。
5)EGARCH-M modelEGARCH-M模型
1.This paper based on current interest rates as a one-year risk-free interest rate and the yield on Shanghai Composite Index, using ARMA model, EGARCH-M model, TGARCH-M model, maximum likelihood estimation methods an本文首先分析股票溢价序列的统计特性;其次应用ARMA模型将股票市场波动分为预期波动和非预期波动,通过加权最小二乘法估计其对股票溢价的影响;最后采用EGARCH-M模型和TGARCH-M模型考察股票溢价和股票市场波动间的非对称性,同时对比分析两者的估计结果,根据参数估计的显著性,AIC值,SC值和对数似然值找出更为适合的ARCH族模型。
6)ARFIMA-EGARCH modelARFIMA-EGARCH模型