1) long memory
长记忆
1.
Long Memory in Series of Deposits;
存款序列的长记忆性的实证研究
2.
The oil price fluctuation has long memory feature.
经检验,石油价格波动具有长记忆性,而通常用于定量预测的 ARMA 模型是不考虑长记忆性的。
3.
Two conclusions can be got:firstly,the long memory property of retu rn sequence is not significant in Hu-stock market,however,it is somewhat signif icant in Shen-stock market.
利用对数周期图法对沪深A股指数及上证 180和深证成指部分样本股分别进行了长记忆检验 ,得出以下结论 :对于收益率序列 ,沪市的长记忆特征不显著 ,深市具有一定的长记忆特征 ;对于收益波动率序列 ,沪深两市均具有高度显著的长记忆特
2) long-term memory
长记忆
1.
FIGARCH Model and The Study of Long-term Memory on China Stock Volatility;
FIGARCH模型及其对中国股市波动长记忆性研究
2.
This paper proposes a test of GPH(Geweke,Porter-Hudak)based on the moving-block bootstrap approach and tests the long-term memory of daily return rate sequence both in Shanghai stock market and Shenzhen stock market,which shows that daily return rate sequence is an I(0) process and not a long-term memory.
提出基于滑动分块自助的GPH(Geweke,Porter-Hudak)检验方法,并检验沪、深股市的各种收益率序列的长记忆性。
3) long-memory
长记忆
1.
Economics time series modeling on long-memory processes;
基于一类长记忆过程的经济时间序列建模研究
2.
The essay focuses empirical study on copper future prices in domestic and foreign markets, which distinguishes common long-memory components and short-term volatility spillovers of prices in different markets.
本文区分国内外期铜市场价格的长记忆成分和短期波动溢出效应,采用信息共享模型和永久一瞬时模型分离出不同期铜市场价格间的长记忆成分,得到不同市场期铜价格对"隐含有效价格"的贡献度;而且,利用t分布的BEKK模型分析两个市场期铜价格的短期波动溢出。
4) Long-term memory
长时记忆
1.
Multiple signal transduction pathways converge on CREB,which plays an essential role in the formation of long-term memory and synaptic plasticity.
CREB是神经元内多条信息传递途径的汇聚点,参与长时记忆形成和突触可塑性。
2.
There are a lot of researches about the structure of long-term memory,which have been brought forward many models of long-term memory.
长时记忆结构一直是研究热点之一,提出众多研究模型。
3.
The psychological study on memory reveals that memory is a complicated cerebral phenomenon of processing information,which can be generally divided into three stages: sensory storage,short-term memory and long-term memory.
心理学对记忆的研究揭示记忆是一种复杂的大脑处理信息的现象,它分为三个阶段:感觉储存阶段、短时记忆阶段和长时记忆阶段。
5) long-term memory
长期记忆
1.
For the first time,the rescaled variance test is applied to investigate the long-term memory effect in China s stock returns.
运用V/S分析考察我国股市收益的长期记忆效应,分别诊断上证A、B股市日收益总体样本的长期记忆效应,在运用ICSS方法探测方差漂移突变划分股票市场阶段性的基础上诊断股市收益不同阶段的长期记忆效应,并考察随机抽取的部分个股。
2.
It is concluded that the market is characterized by long-term memory effect and is a fractal market,but its market efficacy is worth further research.
结果显示,我国外汇市场具有长期记忆效应,是一个分形市场,但市场有效性还值得进一步研究,还需要从交易制度的转变和交易品种数量的扩大来着手解决我国人民币汇率形成机制的制度安排问题,提高我国外汇市场的有效性也就指日可待。
3.
24, 2004 in Shenzhen A and B shares, the modified R/S analysis and GPH test are applied to detect the existence of long-term memory in daily and weekly market returns.
该文以 1993年 3月 1日至 2 0 0 4年 9月 2 4日的上证A、B股、1996年 1月 1日至 2 0 0 4年 9月 2 4日的深证A、B股市场价格收盘指数为对象 ,利用修正R S分析和GPH检验 ,诊断股市日收益和周收益序列的长期记忆特性。
6) 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。
补充资料：长期记忆
长期记忆
即"长时性记忆"。又称远事记忆。
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