英汉例句

• therefore, evaluation could be carried out by means of generalized autoregressive conditional heteroscedasticity (garch), which could make hedge ratio vary with time.

  因此，评估可由广义自回归条件异方差（garch模型），这可能使避险比率意味着出随时间变化。

• frequent volatility is a feature of stock market. autoregressive conditional heteroscedasticity (arch) model is often used to forecast the variance of the benefit of financial capitals.

  股票价格的频繁波动是股票市场最明显的特征之一，自回归条件异方差类模型可以很好地预测金融资产收益率的方差。

• this paper proves the elasticity of china「s exchange market under interference after the asian financial crisis by adopting autoregressive conditional heteroscedasticity (arch) model.

  本文通过自回归条件异方差（arch）模型证明了亚洲金融危机后中国汇市在干预下的弹性。

• this paper deals with the statistical inference of an autoregressive conditional heteroscedasticity (arch) model under restriction.

  研究序约束条件下自回归条件异方差（arch）模型的统计推断。

• we find that the price in china」s economy is symmetric and has conditional heteroscedasticity in the period of expansion and recession.

  我国价格水平变化具有一定程度的对称性，但在通货膨胀和通货紧缩阶段具有不同的波动性。

• in this paper, a new model—transmissibility function model with conditional heteroscedasticity is proposed, and its conditions as well as the fitting and forecasting effect have been studied.

  本文对残差具有异方差性的传递函数模型提出了一种新的模型——条件异方差传递函数模型，并对建立此类模型的条件和拟合及预测效果进行了研究。

• the generalized autoregressive conditional heteroscedasticity (garch) model has the ability to describe the volatility of time series.

  广义自回归条件异方差（garch）模型具有描述时间序列波动性的能力。