| 1. | 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。 |
| 2. | " for methods of analyzing economic time series with time - varying volatility arch
所发明的“自动递减条件下的异方差性” |
| 3. | The model which has such kind of property is referred to as heteroscedastic regression model
扰动项具有异方差性的模型称为异方差模型。 |
| 4. | One of the important hypotheses of classical linear regression model is that the random disturbances have equal variance
经典线性回归模型的一个重要假设就是回归方程的随机扰动项u _ i ，具有相同的方差，也称同方差性。 |
| 5. | However in most economic phenomena , this kind of hypothesis is not necessary true . sometimes the disturbances vary with the observations . this is called heteroscedasticity
但在大多数经济现象中，这种假设不一定成立，有时扰动项u _ i的方差随观察值的不同而变化，这就是异方差性。 |
| 6. | If it is estimated by the method of ols , it will bring about serious effect : the variances of the parameter estimators are not the least , and the accuracy of estimation and prediction decreases
如果对异方差模型进行ols估计，就会产生严重的后果：参数估计量的方差不具有最小方差性；估计与预测的精度降低。 |
| 7. | The article analyses whether the theory of emh market can explain some phenomena on capital market . we provide some evidence for the non - normal , non - gaussian distribution , auto - correlation , non - linear and heteroskedasticity character of stock price
文章就有效市场假说( emh )对现实资本市场的解释能力进行了分析，发现我国股票市场的股价收益率序列具有非正态性、自相关性、非线性、异方差性等特点。 |
| 8. | Firstly , several methods are used to test if there is heteroscedasticity in the data . then some variance stabilizing transformation methods are applied to the data . finally , it is pointed out that the least squares fitting may be used to the transformed data
先用几种方法对数据是否具有异方差性进行检验，然后选择适当的方法进行变换，最后指出，可以通过对新模型作最小二乘拟合等方法，观察变换后的模型其数据的拟合程度，以确定模型的优劣。 |
| 9. | The third chapter " essay of emh on chinese stock market " tested the hypotheses for the emh on chinese stock market , presented that stock price and return rate variance and voiatiiity are not stable . the chapter provided some evidence for the non - - normai
第二章分析了有效市场理论产生的背景，就有效市场理论成立的基本假设进行了检验，提出股票价格收益是不稳定的随机序列，收益分布不是正态分布，股票价格收益表现出非性，序列自相关性，异方差性。 |
| 10. | The distributions studied are normal distribution , student - t distribution , skewed student - t distribution and general error distribution . besides this , considering the conditional heteroskedasticity of the time serial in financial market , apply the garch model into the estimation of var
在此基础上，研究了证券市场上时间序列收益率波动的条件异方差性，考虑中国证券市场的风险特征，将garch系列模型与var模型相结合，构造了基于不同分布条件下的var模型。 |
