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- conditional variance model 条件方差模型
- In study, We give a ADF test to data. We proxy inflation variability by the conditional variance of inflation generated by GARCH model, and to test the relation of the stock returns and variability, of variability and inflation. 本研究对相关数据进行ADF检验,非平稳数据进行差分平稳处理,通过GARCH模型确定通货膨胀不确定性,然后检验实际股票收益与通货膨胀不确定性、通胀不确定性与通货膨胀之间相关关系。
- Suppose that underlying asset follows Constant Elasticity of Variance model(CEV). We derive pricing formula of binary option. 假设标的股价服从不变方差弹性(CEV)模型下,推导出两值期权的定价公式。
- Conditional variance analysis showed that genes from different genetic system expressed discontinuously in the whole growth period. 条件方差分析表明, 在大豆生育期中, 各遗传体系的基因间断性表达。
- In the real life analysis on CEV model (Constant Elasticity of Variance Model),its unit root test is long been ignored or at most Dickey-Fuller Test is accepted as a valid test. 在应用CEV模型(ConstantElasticityofVarianceModel)的实证分析中,其单位根检验一直被忽略或者被默认可以使用迪基-富勒检验。
- The outside impact has persistent effect to the conditional variance, and the negative impact would bring higher conditional variance than the equivalent positive one. 场外冲击对条件方差的影响具有持久性,反向冲击比等量的正向冲击会导致更高的下一期的条件方差。
- As a common interest rate model,CEV model (Constant Elasticity of Variance Model) has been widely used in the real life analysis. However,its unit root test has long been ignored or at most Dickey?Fuller Test is accepted as a valid test. CEV模型(ConstantElasticityofVarianceModel)作为常用的利率模型,在实证分析中得到了广泛运用,但是其单位根检验一直被忽略或者被默认可以使用迪基-富勒检验。
- Suppose that the price of underlying asset follows Constant Elasticity of Variance model (CEV).We derive the variational inequality equations with which American put option schemes complied. 摘要假设标的股价服从不变方差弹性(CEV)模型下,推导出美式看跌期权所遵循的变分不等方程。
- 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。
- 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。
- At last, three luminance variance models are built to verify the validity of the proposed algorithm. 然后,建立了三种亮度变化模型来验证该算法的有效性。
- one-way analysis of variance model 单向方差分析模型
- two-factor ANOVA analysis of variance model 二因素方差分析模型
- 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。
- My ideas are at variance with his. 我的思想和他的不同。
- Nothing can set the twin brothers at variance. 没有什么事能使这对双胞胎兄弟吵起来。
- Her conduct is at variance with her words. 她言行不一。
- Standing by him was a model worker. 站在他旁的是一位劳动模范。
- This theory is at variance with the known facts. 这种理论与已知事实不符。
- We are at variance about our lodger. 我们在对待房客的问题上意见不一。
