1) Persistence and copersistence in conditional moment
条件矩持续和矩协同持续
2) copersistence in conditional moments
条件矩协同持续
3) Volatility persistence and co-persistence of moments series
矩序列波动持续与协同持续
4) persistence and copersistence in variance
方差持续和协同持续
5) Co-persistence
协同持续
1.
Research on the relationship of co-persistence based on high-frequency financial time series;
高频金融时间序列的协同持续关系研究
2.
Study on co-persistence of vector GARCH processes;
向量GARCH过程协同持续性研究
3.
This paper uses GARCH model to analyze the persistence of individual stock in Shanghai stock market, and persistence is eliminated by portfolio investment of stocks in order to avoid risk according to co-persistence.
由协同持续的思想,从投资组合的角度研究消除风险的持续性达到规避风险的途径。
6) common persistence
协同持续
1.
The Nonlinear Common Persistence of Multivariate GARCH Model;
向量GARCH模型的非线性协同持续
2.
The new definition of volatility persistence and common persistence is established.
基于脉冲响应函数,给出了波动持续与协同持续的定义和判定定理,为讨论金融风险持续性提供判定依据;基于小波神经网络,将相关主题的讨论推广到非线性领域,给出非线性协同持续建模方法。
3.
In order to capture the changing relations of the financial risk with the time scale,the definition of multiresolution persistence and common persistence is put forward based on the wavelet and the impulse response analysis.
为刻画金融风险随时间尺度的变化关系,基于小波分析和脉冲响应分析,给出了多分辨持续及多分辨协同持续的定义,扩展了先前有关波动持续及协同持续相关主题的讨论,分析了多分辨持续的三种状态并论证了多分辨协同持续与协整之间的对应关系。
补充资料：矩矩吒翳说罗
【矩矩吒翳说罗】
（地名）译鸡贵。高丽国之异名。慧琳音义八十一曰：“矩矩吒（鸡也），翳说罗（贵也），唐言鸡贵，即高丽国也。共事鸡神，首戴鸡翎，故云鸡贵也。”梵Kukkut!es/vara。
（地名）译鸡贵。高丽国之异名。慧琳音义八十一曰：“矩矩吒（鸡也），翳说罗（贵也），唐言鸡贵，即高丽国也。共事鸡神，首戴鸡翎，故云鸡贵也。”梵Kukkut!es/vara。
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