非常量误差方差或异方差性。
扰动项具有异方差性的模型称为异方差模型。
The model which has such kind of property is referred to as heteroscedastic regression model.
如果这个假定不成立，我们说模型存在异方差性。
If the assumption fails, we say the model exhibits heteroskedasticity.
分析结果显示：我国股市日收益率具有明显的异方差性、波动性、聚集性、持续性和杠杆效应。
The results showed that the daily yield of China' s stock market had obvious heteroscedasticity, volatility, aggregation, sustainability and leverage effect.
实证结果表明：我国股价波动具有尖峰厚尾特征、异方差性特征和波动的持续性和非对称特征；
My results show that there are significantly volatility, excess kurtosis and heteroskedasticity, persistence and asymmetric effect in Chinese Stock Market.
针对市场风险与流动性风险的时变性、异方差性和尾部特点，利用GARCH -EVT方法进行建模。
Considering the time variation, heteroscedasticity and tail characters of market risk and liquidity risk, GARCHEVTmethod is used for the modeling of these properties.
根据前人的研究成果，文章提出非定式权函数理论，并以非定式权函数对不同异方差性的分组数据开展研究。
According to previous research results, the article proposed a set of variable-weighting function theory, and researched on different heteroscedasticity of group data by variable-weighting function.
通过ARCHLM检验认为BD I对数序列存在高阶ARCH效应，并用GARCH（1，1）模型消除残差序列的条件异方差性。
High-level ARCH effect is certification in the BDI logarithm process by ARCH LM test, GARCH(1,1)model is used to eliminate the conditional heteroscedasticity.
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。
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.
和普通的非线性回归模型一样，具有相关误差的非线性模型也存在异方差检验问题，但通常还要检验相关性。
As in ordinary regression models, the problem of the heteroscedasticity test still exists in nonlinear models with correlated errors, but, the test for correlation also needs to be considered.
本文所研究的这种波动性指的是资产收益的方差随时间不断变化，这在计量经济学中称之为异方差问题。
Volatility in the article is the variance of asset return, which varies with time going, and this is also called heteroscedasticity in Econometrics.
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。
The generalized autoregressive conditional heteroscedasticity (GARCH) model has the ability to describe the volatility of time series.
第二章系统讨论了具有一致相关的纵向数据模型中异方差和相关性的检验问题。
Chapter 2 studies the tests for heteroscedasticity and correlation in longitudinal data model with uniform correlation covariance structure.
通过对上证指数的统计分析表明，上证指数的收益率分布表现出非正态性，并存在自回归条件异方差的特征。
According to statistical analysis on Shanghai stock index, the distribution of the rate of return is non-positive skewed, and there exists an autoregressive heteroskedasticity in the rate of return.
通过对我国股价指数的统计描述，表明我国金融资产收益率存在自回归条件异方差特征，并表现出非正态性。
Statistic descriptions indicate that the benefit of financial capitals in China has the characteristic of autoregressive conditional heteroskedasticity and abnormality.
以2株溃疡病菌株及其亚硝酸盐诱变菌株、异核体菌株接种苹果进行致病性测定，经方差分析和多重比较表明，溃疡病菌致病力变异可由亚硝酸盐诱变、异核体产生。
By inoculation on apple with 2 wild canker pathogens and their nitrite mutant isolations and heterokaryotic isolations, the pathogenicity was got and analyzed by variance and multiple comparisons.
以2株溃疡病菌株及其亚硝酸盐诱变菌株、异核体菌株接种苹果进行致病性测定，经方差分析和多重比较表明，溃疡病菌致病力变异可由亚硝酸盐诱变、异核体产生。
By inoculation on apple with 2 wild canker pathogens and their nitrite mutant isolations and heterokaryotic isolations, the pathogenicity was got and analyzed by variance and multiple comparisons.
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