conditional variance是什么意思_conditional variance中文

conditional variance中文什么意思

条件方差

conditional: adj. 1.带有条件的，有限制的；视…而定的。 2.【 ...
variance: n. 1.变化，变动，变更；变度，变量；【统计】(平)方 ...
be conditional on: 在...条件下，取决于
conditional: adj. 1.带有条件的，有限制的；视…而定的。 2.【语法】条件的，假设的。 3.引起条件反射的。 n. 【语法】条件子句，条件词。 be conditional on [upon] 在…条件下，以…为条件，取决于。 n. -ity 受限制性，有条件性，制约性；条件限制。 adv. -ly
conditional on: 有...条件

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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。

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.

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conditional variance中文什么意思

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