1) AR-ARCH model
AR-ARCH模型
2) AR(p)-ARCH(q) models
AR(p)-ARCH(q)模型
3) ARCH model
ARCH模型
1.
ARCH model of share yields on china stock market and empirical analysis;
中国股市收益的ARCH模型与实证分析
2.
Diagnose analysis in ARCH models;
ARCH模型的诊断分析
3.
The comparison of ARIMA model and ARCH model application in HongKong stock price index prediction;
ARIMA模型与ARCH模型在香港股指预测方面的应用比较
4) ARCH model
ARCH类模型
1.
The idea of introducing ARCH models into the VaR estimation is justified by concrete step of how to use ARCH models to calculate VaR.
将ARCH类模型用于计算风险价值,会在很大程度上提高风险价值测度的精度。
2.
Then, various measurement methods, such as moving average method, ARCH model, stochastic volatility model and implied volatility method are mainly presented.
接着,主要介绍移动平均方法、ARCH类模型、随机波动模型以及隐含波动性方法,并在移动平均方法中引入了稳健型指数加权移动平均方法和基于非对称Laplace分布的有偏型指数加权移动平均方法,对ARCH类模型和SV模型及二者的主要扩展模型进行了较为全面的论述,并对模型参数的估计方法进行了介绍。
3.
ARCH model,GARCH model and GARCH-M model were introduced,and the character of ARCH-type model was analyzed.
介绍ARCH模型、GARCH模型和GARCH—M模型,分析ARCH类模型的特点。
5) ARCH models
ARCH类模型
1.
Application of ARCH models in the Financial Markets;
ARCH类模型在金融市场中的应用
2.
This article analyzes briefly the characteristic of different ARCH models and then uses relevant models to carry on the empirical study on the market fluctuation characteristics of Chinese securities investment fund.
根据不同类型的ARCH类模型的特点及其所刻画的市场波动特征,本文对中国证券投资基金市场波动的聚集性进行检验,分别运用EGARCH和TGARCH模型对证券投资基金波动的非对称性和杠杆效应进行实证研究,运用EGARCH-M模型对证券投资基金波动的风险溢价效应进行实证分析,运用改进的EGARCH模型对证券投资基金波动与信息的关系进行实证研究,并对实证结果进行分析。
3.
In this paper, the volatility of Chinese stock market is investigated using the ARCH models with regime-switching in the volatility(SWARCH).
SWARCH模型较传统的ARCH类模型显著地提高了股票市场波动性的描述与预测能力。
6) ARCH-M model
ARCH-M模型
1.
Measuring the risk aversion by the semi-parametric ARCH-M model;
基于半参数ARCH-M模型的风险厌恶度量
2.
Due to the problem of "curse of dimensionality", we propose an adaptive Function-Coefficient ARCH-M model to measure the risk aversion.
本文就是要研究总体风险厌恶与多个经济变量的关系,由于出现了“维数祸根”问题,所以我们提出了适应性函数系数ARCH-M模型并用来度量风险厌恶。
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