SV模型,SV Model英语短句,例句大全

SV模型,SV Model
1)SV ModelSV模型
1.Volatility Spillover Analysis and Empirical Study on the Financial Market Based on VS-MSV Model;基于VS-MSV模型的金融市场波动溢出分析及实证研究
2.Empirical Comparison between ASV Model and SV Model Based on DIC;基于DIC准则的ASV模型和SV模型的实证比较
3.The Corner Risk Prewarning Model of The Futures Market and Application Research Based on SV Model and KLR Signal Approach;基于SV模型和KLR信号分析的期货逼仓风险预警模型

英文短句/例句

1.Comparative research on the Shenzhen stock market by using the GARCH model and the SV model;GARCH模型和SV模型对深圳股市的比较
2.Comparison of VaR based on GARCH and SV models;基于GARCH模型和SV模型的VaR比较
3.Research on relationship between ARCH and SV models;ARCH模型与SV模型之间的关系研究
4.Modeling and Empirical Research of Continuous-Time Stochastic Volatility Models with Jumps;跳跃连续时间SV模型建模及实证研究
5.A-SV Model and Its Application in Chinese Stock Markets;A-SV模型及其在中国股票市场的应用
6.The Application of SV Model to Measuring Risks in Chinese Stock Market;SV模型在我国股市风险度量中的应用
7.SV Forecast of Shenzhen Stock Exchanges;基于SV模型的深圳股市波动的预测
8.Intercept Change SV Model and Its Empirical Evidence in Shanghai Stock Market;变截距SV模型及其在上海股市的实证
9.Risk Analysis of Portfolio by Copula-SV Model基于Copula-SV模型的投资组合风险分析
10.Empirical Comparison between ASV Model and SV Model Based on DIC;基于DIC准则的ASV模型和SV模型的实证比较
11.Modeling of Continuous-time Stochastic Volatility Using MCMC Method;基于MCMC方法的连续时间SV模型建模研究
12.Bayesian Heavy-tailed Stochastic Volatility Model in Finance Analysis Based on MCMC Simulation;基于Gibbs抽样的厚尾SV模型贝叶斯分析及其应用
13.Risk Analysis of Financial Portfolio Based on Copula-SV Model;基于Copula-SV模型的金融投资组合风险分析
14.A Research on Time-varying Parameters of SV Model and the Policy Effects of Chinese Stock Market;基于SV模型时变参数的中国股市政策效应研究
15.High-frequency Financial Data s Long Memory SV Model Analysis Based on FFF Regression;高频金融数据的长记忆SV模型分析——基于FFF回归
16.Multivariate long memory SV model and its application to Shanghai and Shenzhen stock markets;多元长记忆SV模型及其在沪深股市的应用
17.Research on Bayesian Analysis of Heavy-tailed Stochastic Volatility Model and Its Application;厚尾SV模型的贝叶斯分析及其应用研究
18.Extended SV Model and Its Application in Shenzhen Stock Market;扩展SV模型及其在深圳股票市场的应用

相关短句/例句

SV-T modelSV-T模型
1.At last the SV-N model and SV-T model in the quality were compared using the DIC criterion.首先对反映波动性特征的厚尾金融随机波动模型(SV-T)进行贝叶斯分析,然后构造基于Gibbs抽样的MCMC数值计算过程进行仿真分析,最后利用DIC准则对SV-N模型和SV-T模型进行优劣比较。
2.The paper firstly studies the model s statistical structure,chooses the parameter s prior distribution,designs a Markov chain Monte Carlo algorithm procedure with Gibbs sampler to carry out simulation analysis,and compares the SV-N model and SV-T model in the quality using the DIC criterion.首先对反映波动性特征的厚尾金融随机波动模型(SV-T)进行贝叶斯分析,构造了基于Gibbs抽样的MCMC数值计算过程进行仿真分析,并利用DIC准则对SV-N模型和SV-T模型进行优劣比较。
3)A-SV modelA-SV模型
1.In this paper SV and A-SV models are used to fit daily returns of Shanghai Composite Index,Shenzhen Sub-component Index and Hang Seng Index,and diagnostic tests are carried out to identify which model is better.采用SV和A-SV模型对上证综合指数、深圳成份指数和香港恒生指数的日收益率进行拟合,并进行诊断检验,以找出能准确地描述中国股市波动性的模型。
4)SV-Normal ModelSV-N模型
5)SV-Mean ModelSV-M模型
6)heavy-ailed stochastic volatility model厚尾SV模型