Mobile
Log In Sign Up
Home > chinese-english > "chow test" in English

English translation for "chow test"


邹检验
邹氏检验


Related Translations:
raymond chow:  郑文怀邹文怀
rolf chow:  周智生
william chow:  周子濠
bennett chow:  学生周培能
chung chow:  周骢
emma chow:  周艾玛
amy chow:  周婉仪
jackey chow:  周淑英
fuh chow:  复仇
chow jack:  周启康
Example Sentences:
1.We research the stability of the three - factor model by using chow test and research the coefficient stationary by using unit root test , and forecast the coefficient of the model using arma 、 garch model . the results show that the model is instability in the long run , most coefficient is non - stationary , and we can preferably forecast the coefficient by using the arma 、 garch model . in the process of designing strategic investment portfolios and the strategic risk budgeting prevailing in resently which in order to control investment risk , the investors generally structure their portfolios in different industries
模型回归系数是测度投资对象系统风险的重要指标,我们利用chow检验对证券收益三因素模型结构的稳定性进行了分析研究,用adf检验对模型的三个回归系数的稳定性进行了实证分析,采用arma和garch模型对回归系数的预测能力进行了研究,结果表明组合三因素模型结构不稳定,但短期比长期结构稳定性要高;大部分组合回归系数时序稳定性较差,同时arma和garch模型对每个回归系数时间序列进行预测显示有较好的预测能力。
Similar Words:
"chow moot kwong hyn" English translation, "chow sang sang" English translation, "chow sang sang holdings ltd" English translation, "chow shouson" English translation, "chow tau yau liu" English translation, "chow tin tsuen" English translation, "chow wah kin" English translation, "chow wai - gay song" English translation, "chow wai man" English translation, "chow wing hang, roy" English translation