1) AR-EGARCH model
AR-EGARCH模型
1.
Firstly,based on the basic characteristics of return series in Chinese Stock Market,AR-EGARCH model is used to obtain its effect of autocorrelation,clustering fluctuation and especially the "leverage effect" of fluctuation.
根据我国股市市场收益的基本特征,首先运用AR-EGARCH模型来捕获上海证综合指数收益序列的自相关性、波动集聚性和杠杆效应;然后利用广义误差分布估计其厚尾分布,建立了能准确度量时变风险价值的AR-EGARCH-GED模型,并与基于正态分布和学生t分布的AR-EGARCH模型所计算的风险价值效果进行比较。
3) improved AR(1)-EGARCH(1,1)-M model
改进的AR(1)-EGARCH(1,1)-M模型
4) AR(m) EGARCH(p,q) M Model
AR(m)-EGARCH(p,q)-M模型
5) EGARCH model
EGARCH模型
1.
A Research of Information Symmetry of Chinese Stock Market Based on EGARCH Model;
基于EGARCH模型的我国股市信息对称性研究
2.
ARIMA and EGARCH models are built to simulate and forecast the pattern of the rate.
在简要介绍时间序列模型的基础上,使用人民币/美元的日汇率值进行实证研究,建立相应的ARIMA模型和EGARCH模型并进行预测和评价。
3.
Results obtained show that the EGARCH model is a better model for frequent volatility of.
利用 ARCH类模型对深圳成份指数的波动进行拟合 ,结果表明 ,EGARCH模型对我国股市波动具有较好的拟合效
6) EGARCH
EGARCH模型
1.
This paper systemmatically studies the asymmetry of the price variability of Chinese stock markets and contrasts it with those variabilities on mature markets,with composite indexes from seven countries(including Shanghai Composite and Shenzhen Component) as samples,and EGARCH models as the research tool.
以7个国家的综合指数(包括我国上证指数与深成指数)为样本,以EGARCH模型系统研究我国股票市场上价格波动的非对称性以及这种非对称性与成熟市场上的差别。
补充资料：ar,ar-diethyl-ar-methylbenzenediamine
CAS：68479-98-1
分子式：C11H18N2
中文名称：二乙基甲苯二胺；芳基,芳基二乙基-芳基-甲基苯二胺
英文名称：ar,ar-diethyl-ar-methyl-Benzenediamine；Diethyltoluenediamine；ar,ar-diethyl-ar-methylbenzenediamine；ar,ar-diethyl-ar-methyl-benzenediamin；diethyl tolamine
分子式：C11H18N2
中文名称：二乙基甲苯二胺；芳基,芳基二乙基-芳基-甲基苯二胺
英文名称：ar,ar-diethyl-ar-methyl-Benzenediamine；Diethyltoluenediamine；ar,ar-diethyl-ar-methylbenzenediamine；ar,ar-diethyl-ar-methyl-benzenediamin；diethyl tolamine
说明：补充资料仅用于学习参考，请勿用于其它任何用途。
参考词条