garch模型 meaning in Chinese
generalized arch
Examples
- We examine the impact mainly by means of variance equality test and garch model
本文的主要分析方法是方差相等检验和构建garch模型。 - Chapter four is an research on the risk , return and fluctuation of our market
第四章运用garch模型对中国股票市场的市场波动特征以及市场波动和报酬间的关系进行实证分析。 - For example , it could be caused by the investors " trades in advance of the government ' s announcement of decreasing the stamp duty rate
所构建的garch模型也显示，在较长时期里，证券交易印花税率的下降对股市波动性的影响也不显著。 - 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。 - Considering that the optimization algorithm based on gradient information is powerless in multivariate garch modeling , we use genetic algorithm to optimize the likelihood function of multivariate garch model
针对传统的基于梯度信息的优化算法在多元garch模型估计中的不足，将遗传算法引入多元garch建模研究，给出了算法设计。