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GARCH

网络广义自回归条件异方差；广义自回归条件异方差模型；广义自回归异方差(generalized auto-regressive conditional heteroscedasticity)

GARCH

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GARCH

广义自回归条件异方差

因此广义自回归条件异方差（GARCH）模型被广泛的应用在解释通货膨胀的波动性、利率的期限结构、股票市场回报率的波动 …

广义自回归条件异方差模型

多元广义自回归条件异方差模型（GARCH），即多元GARC 大小:175.51KB | 更新时间:2011/8/12 兼顾时间序列模型和多因素 …

广义自回归异方差(generalized auto-regressive conditional heteroscedasticity)

　　 (一)基于广义自回归异方差(GARCH)模型　　广义自回归异方差模型是Bollerslev(1986)在对ARCH模型的一些约束条件扩展而得， …

例句：

The results show that the GARCH model can be a good fit to the weekly return series of Shenzhen Stock Index.

结果表明，深证成指周收益率序列的波动性可以用 GARCH 模型进行很好的拟合。

The repo rate of the national bond is analyzed and ARIMA and GARCH models related to the rate are established in this paper .

以国债回购利率为研究对象，分别建立 ARIMA 及 GARCH 模型，并比较这两种模型的预测能力。

Conclusions AR-GARCH model is suitable for analyzing heteroscedastic time-series data of infectious diseases .

结论 AR-GARCH 模型适用于传染病疫情数据构成的异方差性时序数据分析。

In financial applications , the conventional GARCH model has arguably been the most popular model for conditional variance .

在金融应用中，传统的 GARCH 模型曾经成为描述条件方差最流行的模型。

In the thesis , the methods of volatility research on open-end fund market are introduced firstly and GARCH models are well discussed .

本文首先回顾了开放式基金市场波动性研究的方法，详细讨论了 GARCH 类模型。

However , both ARCH and GARCH model don't take the structural changes of volatility into consideration .

然而，无论是 GARCH 还是其他 ARCH 类模型都没有考虑到波动的结构变换问题。

Empirical research demonstrated that: fluctuations in international oil prices have a significant GARCH effects and volatility asymmetry .

通过研究发现，国际油价波动具有明显的 GARCH 效应和波动不对称性。

Testing for Constant Hedge Ratios in Futures Markets : A Multivariate GARCH Approach .

期货市场固定避险比率之检验 -多元 GARCH 模型之应用。

To calculate liquidity risk , VAR method was used. The results were adjusted by using GARCH model , then we got the conclusion.

通过 VAR 方法的引入，使用 GARCH 模型对风险进行调整之后，得到关于样本基金资产组合流动性风险状况。

The back test result shows that the GARCH-EVT model can also better predict the foreign exchange risk like describing share risk .

后验测试的结果表明，与股市风险的研究结果一样，GARCH-EVT 模型能较好地预测单一外汇风险。

MGARCH model is mainly constituted by two parts , the mean equation and conditional variance covariance equations.

多元 GARCH 模型主要由两部分构成，分别是均值方程和条件方差协方差方程。

In this paper , the ARIMA-GARCH model is used to reflect the influence of the strike phase .

本文采用 ARIMA-GARCH 分阶段干预模型，反映罢工的阶段性对油价波动的影响。

For all , ARMA-GARCH model is the best overall- its prediction is the best .

综合而言，各个模型中 ARMA-GARCH 模型的整体表现最好，其预测效果也是最好的。

The paper makes use of Granger causality test and GARCH model to tests the return spillover and volatility spillover effect .

本文将利用两步法的 GARCH 模型对股票市场和权证市场的均值溢出和波动溢出进行检验。

In more details, firstly , this paper introduces two most common classes of interest rate models , that is diffusion models and GARCH models.

本文首先介绍了两种应用最广泛的利率模型，即扩散模型和 GARCH 模型；

An empirical analysis of the Shenzhen stock market is made by using the GARCH model and the SV model .

文章采用 GARCH 模型和 SV 模型对深圳股市进行了实证分析；

Using three kinds of models of GARCH-M, this paper investigates asymmetric volatility of China stock market .

结果发现，中国股票市场存在显著的波动非对称性，并且在不同阶段呈现不同特点。

These two types of models have different characters and lots of expanding models , such as GARCH-type models, heavy-tail SV models and so on.

这两类模型都有各自的特点而且还存在众多的扩展模型，例如 GARCH 类模型和厚尾 SV 模型等。

GARCH kind of model is used broadly to study the relation between price volatility and trading volume .

GARCH 类模型在研究股票市场量价关系时得到了广泛的应用。

Application of GARCH model family to comparison in two different stages of Shanghai Securities Market

GARCH 族模型在上海股市分阶段对比分析中的应用

A Note on Stochastic Difference Equations and its Application to GARCH Models

关于随机差分方程的一个注记及其在 GARCH 模型中的应用

GARCH

GARCH

广义自回归条件异方差

广义自回归条件异方差模型

广义自回归异方差(generalized auto-regressive conditional heteroscedasticity)

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