heteroskedasticity meaning in English
异方差性
Examples
- If the assumption fails , we say the model exhibits heteroskedasticity
如果这个假定不成立，我们说模型存在异方差性。 - We also analysis the heteroskedasticity of serial correlation and find the linkage between the serial
所以,股票的成交量与它的市场价格有效性之间存在一定的联系。 - Reason no . 1 : we may prefer to report the usual ols standard errors and test statistics unless there is evidence of heteroskedasticity
理由1 ：除非有证据显示异方差存在，我们仍会偏好于常规ols的标准差及检验统计量。 - Secondly , the rate of return in china ' s stock has auto regressive heteroskedasticity phenomena and it should be considered in the calculation of var
其次，中国证券市场指数收益率存在条件异方差现象，在计算var的过程中应予以考虑。 - In the empirical analysis , pp plot or other test methods show that logarithmic return time series of financial assets have leptokurtosis and heteroskedasticity
在实证研究中，利用pp图和其它检验方法得到金融资产的对数收益时间序列有高峰厚尾和arch效应。