arch模型 meaning in English
autoregressive conditional heteroskedasticity
Examples
- This paper also considers the mean change point estimation in chapter 4
对arch模型的均值变点进行估计。 - Chapter 3 studies the problem of multiple change point test in arch models
对arch模型的多变点进行检验与估计。 - The arch model with its introduction of autocorrelation hypothesis of observation data describes and explains convincingly the unevenness and fat - tail distribution of financial data
Arch模型引入观测数据方差自相关假设，有力地刻划和解释了金融数据的丛集性和厚尾尖锋特性。 - Thereafter , mathematician and econometricians brought forward various subsidiaries of arch models according to the request in the practical research and formed a arch model system
此后，经济学家和数学家又根据在实际研究中的需要，提出了许多garch模型的变异，形成了一个arch模型体系。 - The autoregressive conditional heteroskedastic ( arch ) class of models for conditional variances was put forward by engle ( 1982 ) proved to be extremely useful for analyzing economic time series . garch models have been developed to account for empirical regularities in financial data
Engle ( 1982 )提出的arch模型，对经济时间序列中的条件方差分析十分有用， arch模型可以很好地刻划金融数据。