conditional heteroscedasticity的意思|示意

This paper proves the elasticity of China's exchange market under interference after the Asian financial crisis by adopting Autoregressive Conditional Heteroscedasticity (ARCH) model.

本文通过自回归条件异方差(ARCH)模型证明了亚洲金融危机后中国汇市在干预下的弹性。

This thesis is composed of two sections in which we discuss generalized spectral density test of conditional autoregressive heteroscedasticity for threshold autoregressive model.

本文分两节对门限自回归模型中自回归条件异方差的广义谱密度检验进行了讨论。在第一节中，我们介绍了广义谱密度检验。

High-level ARCH effect is certification in the BDI logarithm process by ARCH LM test, GARCH(1,1)model is used to eliminate the conditional heteroscedasticity.

通过ARCH LM检验认为BD I对数序列存在高阶ARCH效应，并用GARCH（1，1）模型消除残差序列的条件异方差性。

The generalized autoregressive conditional heteroscedasticity (GARCH) model has the ability to describe the volatility of time series.

广义自回归条件异方差(GARCH)模型具有描述时间序列波动性的能力。

Frequent volatility is a feature of stock market. Autoregressive Conditional Heteroscedasticity (ARCH) model is often used to forecast the variance of the benefit of financial capitals.

股票价格的频繁波动是股票市场最明显的特征之一，自回归条件异方差类模型可以很好地预测金融资产收益率的方差。

This paper deals with the statistical inference of an autoregressive conditional heteroscedasticity (ARCH) model under restriction.

研究序约束条件下自回归条件异方差（ARCH）模型的统计推断。