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条件方差 meaning in English

conditional variance

Examples

  1. Finally , the realistic meaning of persistence character of conditional variances in finance analysis is discussed
    最后讨论了条件方差持续性质在金融分析中的现实意义。
  2. Based on the rvarma model , the empirical analysis points out the facts that the conditional variances have a persistent effect on capital asset pricing in model with root
    给出了基于“已实现”波动自回归移动平均模型的实证分析,指出当模型具有单位根时条件方差对资产定价的影响是持续的。
  3. Based on the rv - arma model , it is discussed that the persistence of conditional variances has a effect on capital asset pricing model ( capm ) from persistence viewpoint
    在“已实现”波动自回归移动平均模型基础上,从条件方差持续性的角度,讨论了条件方差的持续性对资产资本定价模型的影响。
  4. 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。
  5. From results we know that correlation of return time series is not obvious , but correlation of the square time series of return , i . e . , variance time series , is clear . so we use garch model to estimate conditional variance , and calculated parameters in model by the way
    应用相关性分析,得出了收益率序列之间不存在明显的序列相关性,而收益率平方序列存在显著的相关性,即方差序列存在相关性,因此我们使用g刁rch模型建模来估计条件方差,计算出了模型中的相应参数
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Related Words

  1. 方差律
  2. 方差传播
  3. 分布方差
  4. 方差分析
  5. 未知方差
  6. 方差标准
  7. 标准方差
  8. 方差定理
  9. 方差矩阵
  10. 总量方差
  11. 条件反应
  12. 条件返回
  13. 条件方程
  14. 条件方程式
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