garch
网络释义：广义自回归条件异方差；广义自回归条件异方差模型；广义自回归异方差(generapzed auto-regressive conditional heteroscedasticity)
网络释义
1.广义自回归条件异方差因此广义自回归条件异方差（GARCH） 模型被广泛的应用在解释通货膨胀的波动性、利率的期限结构、股票市场回报率的波动 …
2.广义自回归条件异方差模型多元广义自回归条件异方差模型（GARCH），即多元GARC 大小:175.51KB | 更新时间:2011/8/12 兼顾时间序列模型和多因素 …
3.广义自回归异方差(generapzed auto-regressive conditional heteroscedasticity) (一)基于广义自回归异方差(GARCH)模型 广义自回归异方差模型是Bollerslev(1986)在对ARCH模型的一些约束条件扩展而得， …
例句释义:,广义自回归条件异方差,广义自回归条件异方差模型1.The results show that the GARCH model can be a good fit to the weekly return series of Shenzhen Stock Index.结果表明，深证成指周收益率序列的波动性可以用GARCH模型进行很好的拟合。
2.The repo rate of the national bond is analyzed and ARIMA and GARCH models related to the rate are estabpshed in this paper.以国债回购利率为研究对象，分别建立ARIMA及GARCH模型，并比较这两种模型的预测能力。
3.The generapzed autoregressive conditional heteroscedasticity (GARCH) model has the abipty to describe the volatipty 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。
4.To describe financial market volatipty, the paper focuses on some mathematical models, including ARCH and GARCH models.对刻画金融市场波动的相关模型进行描述，主要包括ARCH、GARCH类模型。
5.Conclusions AR-GARCH model is suitable for analyzing heteroscedastic time-series data of infectious diseases.结论AR-GARCH模型适用于传染病疫情数据构成的异方差性时序数据分析。
6.In financial apppcations, the conventional GARCH model has arguably been the most popular model for conditional variance.在金融应用中，传统的GARCH模型曾经成为描述条件方差最流行的模型。
7.In the thesis, the methods of volatipty research on open-end fund market are introduced firstly and GARCH models are well discussed.本文首先回顾了开放式基金市场波动性研究的方法，详细讨论了GARCH类模型。
8.Besides, the AE- GARCH model considering asymmetric effect of basis can precisely forecast the futures volatipty.而考虑基差非对称效应的AE-GARCH模型能更准确地预测期货的波动性。
9.The result proves that the solution of the price determination model talpes the volatipty characteristic based on the GARCH model.结果证明基于控制论的价格决定模型解得的股票价格波动特征与上文中基于GARCH模型的股票价格波动特征相吻合。
10.However, both ARCH and GARCH model don't take the structural changes of volatipty into consideration.然而，无论是GARCH还是其他ARCH类模型都没有考虑到波动的结构变换问题。