青年中文青年中文

heteroskedasticity的意思

heteroskedasticity中文翻譯:

n.異方差性

相似詞語短語
雙語使用場景

this paper, we extended the basic stochastic volatility models to a stochastic volatility models with ARMA (1, 1) conditional heteroskedasticity and correlated errors.───我們首先提出了一個帶arma(1,1)條件異方差相關的隨機波動模型,它是基本的隨機波動模型的一個自然的推廣。

results show that there are significantly volatility, excess kurtosis and heteroskedasticity, persistence and asymmetric effect in Chinese Stock Market.───結果表明:我國股價波動具有尖峰厚尾特征、異方差性特征和波動的持續性和非對稱特征;

Statistic descriptions indicate that the benefit of financial capitals in China has the characteristic of autoregressive conditional heteroskedasticity and abnormality.───我國股價指數的統計描述,表明我國金融資產收益率存在自回歸條件異方差特征,并表現出非正態性。

Secondly, the logarithmic form could overcome the defect of heteroskedasticity of the conditional distribution of normal variables.───其次,對數形式,可以緩解正變量條件分布具有異方差的缺點。

Stimulation Based on Autoregressive Conditional Heteroskedasticity Model───自回歸條件異方差模型的模擬

英語使用場景