...动态相关系数 [gap=8714]Key words: DCC-MGARCH model; convertible bonds market; stock market; dynamic correlation coefficient ...
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采用EWMA模型预测动态变化的方差-协方差矩阵,从实证的角度得到更精准的动态迁移相关系数矩阵。
Using EWMA to forecast the portfolio's dynamic transferred variance-covariance matrix, we can get more reasonable and precise dynamic transferred coefficient matrix.
对舞毒蛾卵块的种群动态与温度、湿度等气象因子相关分析。找出了相关系数较大的因子。
Through the relationship analysis between the egg block population and the meteorological factors such as temperature and relative humidity, the good correlation factors are found.
不同林分的抗蚀指数与时间的动态模拟关系为二次幂函数曲线,相关系数0.9以上。
The analog equation between soil erosion resistance index and time is quadratic power function curve, whose correlation coefficient is above 0.9.
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