ONOFF
划词翻译
导航
建议反馈
词典App

conditional variance中文是什么意思

  • 条件方差

"查查词典"手机版

千万人都在用的超大词汇词典翻译APP

  • 例句与用法
  • Finally , the realistic meaning of persistence character of conditional variances in finance analysis is discussed
    最后讨论了条件方差持续性质在金融分析中的现实意义。
  • The concept of arch , which stands for autoregressive heteroscedasticity , was first introduced by engle ( 1982 ) to handle time series with a changing conditional variance
    具有自回归条件异方差( arch )的时间序列模型,首先是由engle ( 1982 )提出,这类模型在金融和经济领域有着广泛的应用。
  • Based on the rvarma model , the empirical analysis points out the facts that the conditional variances have a persistent effect on capital asset pricing in model with root
    给出了基于“已实现”波动自回归移动平均模型的实证分析,指出当模型具有单位根时条件方差对资产定价的影响是持续的。
  • Based on the rv - arma model , it is discussed that the persistence of conditional variances has a effect on capital asset pricing model ( capm ) from persistence viewpoint
    在“已实现”波动自回归移动平均模型基础上,从条件方差持续性的角度,讨论了条件方差的持续性对资产资本定价模型的影响。
  • The autoregressive conditional heteroskedastic ( arch ) class of models for conditional variances was put forward by engle ( 1982 ) proved to be extremely useful for analyzing economic time series . garch models have been developed to account for empirical regularities in financial data
    Engle ( 1982 )提出的arch模型,对经济时间序列中的条件方差分析十分有用, arch模型可以很好地刻划金融数据。
  • From results we know that correlation of return time series is not obvious , but correlation of the square time series of return , i . e . , variance time series , is clear . so we use garch model to estimate conditional variance , and calculated parameters in model by the way
    应用相关性分析,得出了收益率序列之间不存在明显的序列相关性,而收益率平方序列存在显著的相关性,即方差序列存在相关性,因此我们使用g刁rch模型建模来估计条件方差,计算出了模型中的相应参数
  • 百科解释
In probability theory and statistics, a conditional variance is the variance of a conditional probability distribution. Particularly in econometrics, the conditional variance is also known as the scedastic function or skedastic function.
详细百科解释
  • 其他语种释义
  • 推荐英语阅读
conditional variance的中文翻译,conditional variance是什么意思,怎么用汉语翻译conditional variance,conditional variance的中文意思,conditional variance的中文conditional variance in Chineseconditional variance的中文conditional variance怎么读,发音,例句,用法和解释由查查在线词典提供,版权所有违者必究。
Last modified time:Fri, 15 Aug 2025 00:29:56 GMT

说出您的建议或使用心得