garch
美 
英
- 網絡廣義自回歸條件異方差；廣義自回歸條件異方差模型；廣義自回歸異方差(generalized auto-regressive conditional heteroscedasticity)
例句
The results show that the GARCH model can be a good fit to the weekly return series of Shenzhen Stock Index.
結果表明，深證成指周收益率序列的波動性可以用GARCH模型進行很好的擬合。
The repo rate of the national bond is analyzed and ARIMA and GARCH models related to the rate are established in this paper.
以國債回購利率為研究對象，分別建立ARIMA及GARCH模型，并比較這兩種模型的預測能力。
The generalized autoregressive conditional heteroscedasticity (GARCH) model has the ability to describe the volatility of time series.
廣義自回歸條件異方差（GARCH）模型具有描述時間序列波動性的能力。
To describe financial market volatility, the paper focuses on some mathematical models, including ARCH and GARCH models.
對刻畫金融市場波動的相關模型進行描述，主要包括ARCH、GARCH類模型。
Conclusions AR-GARCH model is suitable for analyzing heteroscedastic time-series data of infectious diseases.
結論AR-GARCH模型適用于傳染病疫情數據構成的異方差性時序數據分析。
In financial applications, the conventional GARCH model has arguably been the most popular model for conditional variance.
在金融應用中，傳統的GARCH模型曾經成為描述條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.
本文首先回顧了開放式基金市場波動性研究的方法，詳細討論了GARCH類模型。
Besides, the AE- GARCH model considering asymmetric effect of basis can precisely forecast the futures volatility.
而考慮基差非對稱效應的AE-GARCH模型能更準確地預測期貨的波動性。
The result proves that the solution of the price determination model tallies the volatility characteristic based on the GARCH model.
結果證明基于控制論的價格決定模型解得的股票價格波動特征與上文中基于GARCH模型的股票價格波動特征相吻合。
However, both ARCH and GARCH model don't take the structural changes of volatility into consideration.
然而，無論是GARCH還是其他ARCH類模型都沒有考慮到波動的結構變換問題。
Empirical research demonstrated that: fluctuations in international oil prices have a significant GARCH effects and volatility asymmetry.
通過研究發現，國際油價波動具有明顯的GARCH效應和波動不對稱性。
Testing for Constant Hedge Ratios in Futures Markets: A Multivariate GARCH Approach.
期貨市場固定避險比率之檢驗-多元GARCH模型之應用。
To calculate liquidity risk, VAR method was used. The results were adjusted by using GARCH model, then we got the conclusion.
通過VAR方法的引入，使用GARCH模型對風險進行調整之后，得到關于樣本基金資產組合流動性風險狀況。
The back test result shows that the GARCH-EVT model can also better predict the foreign exchange risk like describing share risk.
后驗測試的結果表明，與股市風險的研究結果一樣，GARCH-EVT模型能較好地預測單一外匯風險。
MGARCH model is mainly constituted by two parts, the mean equation and conditional variance covariance equations.
多元GARCH模型主要由兩部分構成，分別是均值方程和條件方差協方差方程。
In this paper, the ARIMA-GARCH model is used to reflect the influence of the strike phase.
本文采用ARIMA-GARCH分階段干預模型，反映罷工的階段性對油價波動的影響。
For all, ARMA-GARCH model is the best overall- its prediction is the best.
綜合而言，各個模型中ARMA-GARCH模型的整體表現最好，其預測效果也是最好的。
The paper makes use of Granger causality test and GARCH model to tests the return spillover and volatility spillover effect.
本文將利用兩步法的GARCH模型對股票市場和權證市場的均值溢出和波動溢出進行檢驗。
In more details, firstly, this paper introduces two most common classes of interest rate models, that is diffusion models and GARCH models.
本文首先介紹了兩種應用最廣泛的利率模型，即擴散模型和GARCH模型；
In order to evaluate the efficiency of hedge, OLS method arid BGARCH model are both used to calculate the optimal hedge ratios.
為了評估套期保值的效果，最小二乘方法（OLS）及二元GARCH（BGARCH）模型常被用于最優套期保值比率的估計。
This study explores variations in mean and volatility of Taiwan's stock index returns using assorted GARCH(1, 1)-M models.
本文利用包括不同因子的GARCH（1,1）-M模型，有系統地探討了臺灣股價指數月、周及日報酬率之線性及非線性變動。
For the univariate case, we discuss two kinds of dynamic models: GARCH type model and regime switching model.
對于單變量的情況，本文討論了兩種動態模型：GARCH類型模型和狀態轉換模型。
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模型對深圳股市進行了實證分析；
Using three kinds of models of GARCH-M, this paper investigates asymmetric volatility of China stock market.
結果發現，中國股票市場存在顯著的波動非對稱性，并且在不同階段呈現不同特點。
Stock returns and their volatility are analyzed using the GARCH (1, 1) model with game dummy variables.
模型配合球賽虛擬變數被應用來分析股市報酬及其變動性。
The results showed that optimal measurement methods was GARCH(1, 1)-M model based on t-distribution to estimate VaR.
研究結果表明，最優度量方法是基于t分布的GARCH（1,1）-M模型估算VaR的方法。
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.
這兩類模型都有各自的特點而且還存在眾多的擴展模型，例如GARCH類模型和厚尾SV模型等。
GARCH kind of model is used broadly to study the relation between price volatility and trading volume.
GARCH類模型在研究股票市場量價關系時得到了廣泛的應用。
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階段對比分析中的應用
A Note on Stochastic Difference Equations and its Application to GARCH Models
關于隨機差分方程的一個注記及其在GARCH模型中的應用
Functional Central Limit Theorem approximations and ADF Unit Root Test of Financial Time Series With GARCH-GED Error Term
泛函中心極限定理漸進性與具有GARCH誤差項的金融時序單位根檢驗
On the Strict Stationarity and the Uniqueness of Solution of the Asymmetric Stable Power-GARCH Model
非對稱穩定冪GARCH的嚴平穩性與解的唯一性
utilize GARCH model to fit the volatility of stock value, and don't use the traditional historically fluctuation rate;
運用廣義自回歸模型（GARCH）擬合股票價值的波動率，而非使用傳統的歷史波動率；
Research on Spurious Co-persistence of Threshold Vector GARCH Model with Structural Change
多元變結構門限GARCH模型的偽協同持續性研究
Application of Nonlinear GARCH to Prediction of Exchange Rate of RMB
非線性GARCH模型在人民幣匯率預測中的應用
A Numerical Method for Pricing American-style Asian Options in the GARCH Option Pricing Model
GARCH模型中美式亞式期權的數值解法
The Research on the Spillover Effects between Domestic and Foreign Crude Oil Markets Based on a Multivariable GARCH Model
國內外原油市場波動溢出效應的多元分析
Applying GARCH Model to Forecast Chinese Stock Volatility
GARCH模型在中國股票波動預測中的應用
Research of GARCH Model Applying to Measuring Risks in Chinese Stock Market
GARCH模型在我國深市風險度量中的應用研究
First, get the equity return's conditional standard volatility by GARCH model;
首先，利用GARCH模型求得權益收益的條件標準差；
