1) long memory
长记忆性
1.
Weighted realized volatility and its long memory and optimal frequency;
赋权已实现波动及其长记忆性,最优频率选择
2.
Long Memory in Returns and Volatility in China Futures Market;
我国期货市场期货价格收益及波动方差的长记忆性研究
3.
This indicates that the series of prices of Yangtze River electric power stock is a fractal time series and presents obvious long memory.
5,这表明长江电力股票价格序列是一个分形时间序列,呈现明显的长记忆性特征。
2) long-term memory
长记忆性
1.
The results indicate that the Chinese stock markets show long-term memory effects.
针对中国股票市场的长记忆性问题,讨论了分整自回归移动平均(Auto-regressivefractionalintegratedmovingaverage,ARFIMA(p,d,q))模型中的参数估计问题,重点集中在对分整参数d的估计。
2.
Lots of researches applied rescaled range(R/S)analysis,revised rescaled range and GPH methods to testing the long-term memory in stock market.
金融市场的长记忆性问题研究一直吸引着众多研究者的目光,但是期货作为一种金融衍生工具,其长记忆性的研究相对于股票来说却很少。
3.
We present the long-term memory of the Shanghai Stock Market Comprising Index series during the two segments and the anti-persistence of daily trading volume series in Shanghai stock market during the first segment by computing.
通过计算Hurst指数,验证了上证指数的长记忆性的存在性,以及日交易量在股市涨跌幅限制政策实施之前的反持续性的存在性。
4) long memory
长期记忆性
1.
Research on the Long Memory in Chinese Stock Market Returns;
中国股票市场收益的长期记忆性研究
2.
Research on common long memory between trading volume and volatility in Chinese stock market;
中国股市波动性与成交量共同的长期记忆性研究
3.
Previous studies indicate that the volatility process of financial market has a distinctive long memory.
已有研究结果表明金融市场波动过程具有显著的长期记忆性。
5) long-term memory
长期记忆性
1.
The long-term memory of HongKong Hang Sheng index using MRS analysis was studied,established ARFIMA model for it,and detailed the procedure of fractional differencing.
采用MRS分析法对香港恒生指数周数据序列的长期记忆性进行研究,并建立ARFIMA模型,推导了分数阶差分的计算过程。
2.
In this paper,we utilize rescaled range analysis and modified rescaled range analysis to test the return series of Shanghai stock exchange for Long-term memory.
本文以上证指数周收益率为研究对象,分别采用重标极差分析法和修正重标极差分析法,通过计算V统计量的值对其进行长期记忆性的检验。
3.
EMH by the failure to include long-term memory is one of the important characteristics of FMH.
EMH所未能包含的长期记忆性，就是FMH的重要特征之一。
6) Dual Long-memory
双长记忆性
1.
Research on the Leverage Effect and Dual Long-memory of Official and Black Exchange Rate in China
中国官方汇率与黑市汇率的杆杠效应和双长记忆性研究
补充资料：长时性记忆
长时性记忆
又称"长期记忆"。对人学习与记忆过程，根据记忆时间的长短，人为地分为三个阶段，即即刻记忆，短时性记忆和长时性记忆。短时记忆一般指对发生几分钟至1小时之内的经历的记忆，信息贮存不牢固，在短时间即可遗忘。这与反复实践有关系。如果对某一信息反复运用多次实践，这个信息则形成一个牢固的记忆，从而不因受干扰而发生忘记，则称之为"长时性记忆"。一般指24小时或48小时以前的经历的记忆，可从个人生活经历，若干年前社会重大事件和有关常识的检查来进行估计。
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