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- 协同持续FIGARCH模型Common Persistencet FIGARCH model
- FIGARCH模型FIGARCH model
- 协同持续Co-persistence
- 条件矩协同持续copersistence in conditional moments
- 高频金融时间序列的协同持续关系研究Research on the relationship of co-persistence based on high-frequency financial time series
- 提出了向量随机波动模型波动协同持续 ( common persistence in volatility)的定义 ,证明了波动协同持续与协整 ( cointegration)两者之间的等价关系 ;In this paper, from the idea of common trend, we put forward the definition of co persistence in volatility of vector SV model, and establish the equivalent relationship between common persistence in volatility and cointegration.
- 实证结果表明在估计95%置信度下的VaR值时基于GED分布的FIGARCH(1,d,1)模型表现最佳。The empirical results show that Fractionally integrated GARCH with GED error model performs the best in estimating five percent VaR.
- 救援活动持续了三天。The rescue operation lasted three days.
- 协同模型cooperativity model
- 持续模型duration model
- 协同感知模型cooperative awareness model
- 持续期模型duration model
- 协同决策模型coordination decision model
- 协同谈判模型collaborative negotiation model
- 持续幸福模型architecture of sustainable happiness
- 五律协同对建筑可持续发展的启示Revelation of Five Principles Synergism to Architectural Sustainable Development
- 持续期限模型duration dependence analyses
- 协同工作用模型collaboration model
- 协同图档流程模型collaborative document workflow model
- 矿区土地恢复及其可持续利用的协同理论研究A Study on Land Recovery of Mining Area and Coordination Theory of It's Sustainable Utilization
