1) AR-GARCH model
AR-GARCH模型
1.
Methods ARIMA and AR-GARCH models were used to fit the incidence of gonorrhea.
方法分别采用ARIMA和AR-GARCH模型对某市淋病发病率月报数据进行建模和拟合。
2) AR(1)-GARCH(1,1) model
AR(1)-GARCH(1,1)模型
1.
Aiming at the characteristics of peaks and fat tail and clustering flunctuation of financial asset return time series,an approach evaluating VaR based on AR(1)-GARCH(1,1) model and power law distribution is developed.
针对金融资产回报时间序列的尖峰厚尾性和波动集聚性,提出了基于AR(1)-GARCH(1,1)模型与幂律型分布相结合计算VaR的方法。
3) GARCH models
GARCH模型
1.
Comparative research of goodness of fit between SV and GARCH models by likelihood ratio test;
SV和GARCH模型拟合优度比较的似然比检验
2.
Study on Financial Market Risk Based on GARCH Models
基于GARCH模型的金融市场风险研究
3.
We set up adequate GARCH models for the log returns series before and after reformation,by analyzing the results of the models,the impetus on the stock market is studied carefully.
股权分置改革是中国股票市场的一场革命,它能够推动资本市场的改革,通过选取具有代表性的已实施股权分置改革的上海汽车集团总公司,对其股改前后的股票收益序列建立了合适的GARCH模型。
4) GARCH model
GARCH模型
1.
Analysis of stock trading opportunity base on GARCH model;
基于GARCH模型的股票买卖时机分析
2.
An Empirical Analysis of the GARCH Model on Open-end Funds;
GARCH模型在开放式基金中的实证研究
3.
China Sports Group Industry stock price fluctuation based on GARCH Model;
基于GARCH模型的中体产业股票价格波动性实证研究
5) GARCH-Jump model
GARCH-Jump模型
1.
Discussion of jumps catching capability of GARCH-Jump model;
GARCH-Jump模型对跳行为捕捉能力的讨论
6) GARCH-M model
GARCH-M模型
1.
Study on the relationship between return and risk in gold market based on GARCH-M model;
基于GARCH-M模型的黄金市场风险与收益关系研究
2.
Renminbi exchange rate forecast based on GARCH-M Model
基于GARCH-M模型的人民币汇率预测
3.
By digital simulation of GARCH-M model,they prove that the method has much value in practical.
研究小波变换方法在金融时序分析中模型变点探测的应用,对金融时间序列采用连续小波变换,通过分析小波变换模极大值线对应的时间序列样本点的小波系数特点,提出了金融时间序列变点探测的小波模极大值线方法,并对广义自回归条件异方差均值模型(GARCH-M模型)进行了仿真计算,其结果验证了此方法的实用性和有效性。
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