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- 協(xié)同持續FIGARCH模型Common Persistencet FIGARCH model
- FIGARCH模型FIGARCH model
- 協(xié)同持續Co-persistence
- 條件矩協(xié)同持續copersistence in conditional moments
- 高頻金融時(shí)間序列的協(xié)同持續關(guān)系研究Research on the relationship of co-persistence based on high-frequency financial time series
- 提出了向量隨機波動(dòng)模型波動(dòng)協(xié)同持續 ( common persistence in volatility)的定義 ,證明了波動(dòng)協(xié)同持續與協(xié)整 ( cointegration)兩者之間的等價(jià)關(guān)系 ;In this paper, from the idea of common trend, we put forward the definition of co persistence in volatility of vector SV model, and establish the equivalent relationship between common persistence in volatility and cointegration.
- 實(shí)證結果表明在估計95%置信度下的VaR值時(shí)基于GED分布的FIGARCH(1,d,1)模型表現最佳。The empirical results show that Fractionally integrated GARCH with GED error model performs the best in estimating five percent VaR.
- 救援活動(dòng)持續了三天。The rescue operation lasted three days.
- 協(xié)同模型cooperativity model
- 持續模型duration model
- 協(xié)同感知模型cooperative awareness model
- 持續期模型duration model
- 協(xié)同決策模型coordination decision model
- 協(xié)同談判模型collaborative negotiation model
- 持續幸福模型architecture of sustainable happiness
- 五律協(xié)同對建筑可持續發(fā)展的啟示Revelation of Five Principles Synergism to Architectural Sustainable Development
- 持續期限模型duration dependence analyses
- 協(xié)同工作用模型collaboration model
- 協(xié)同圖檔流程模型collaborative document workflow model
- 礦區土地恢復及其可持續利用的協(xié)同理論研究A Study on Land Recovery of Mining Area and Coordination Theory of It's Sustainable Utilization
