Then ARCH model is well discussed and the stochastic volatility model is introduced.
之后详细讨论了ARCH模型及其扩展形式,并对随机波动率模型做了简单介绍。
Arch model had been applied in the research of volatility of stock market by foreigners.
ARCH类模型已经被国外研究者广泛地运用到股票的波动性研究之中。
The ARCH model and the nerval net model are often used in the model economic pre-warning.
模型预警法常使用ARCH模型预警与人工神经网络模型预警。
The shear strength is composed of two parts which are contributed by truss model and arch model.
其中剪力分别由桁架模型和拱模型承担。
The truss-arch model is also used to study the stress of specially shaped columns at their ultimate shear limit state.
采用桁架-拱模型理论对异形柱的受力进行了分析。
Then, we use the ARCH model to analyze the market price index and find that the ARIMA model is better than the ARCH model.
然后运用ARCH模型进行分析,经过比较发现在对我国物价指数的分析上,ARIMA模型的效果要好于ARCH模型。
ARCH model is a kind of dynamic non-linear time series model. It has widely used in the field of the finance and economic.
ARCH族模型是动态非线性的股票定价模型,它在金融和经济领域具有广阔的应用前景。
This paper is aiming at study the volatility and durative of the local and oversea copper futures market by the time series ARCH model.
本文主要利用金融时间序列arch模型研究国内外期铜市场的波动性及持续性。
The segment modeling method is used to detect the structure changing points of the ARCH model and test the models for segment changing models.
利用分段建模方法来检测模型结构变化点和分段变化模型的选择。
In this paper we introduce the characteristic of ARCH model and its extended models, and by using these models we analyze a share index yields in Shanghai stock exchange.
本文介绍了ARCH模型及其扩展模型的特点,并利用这些模型对上证a指股市收益进行实证分析。
D FEM analysis model is adopted for the stability analysis in construction including hoisting and closing single steel tubular arch rib and service stages respectively.
采用空间杆系计算模型对包括单根钢管拱肋吊装合龙在内的施工和运营阶段进行稳定性分析。
According to the special structure of precast block of inverted arch for TBM construction tunnel, the dynamic construction state is modeled by FEM with surrounding rock - structure calculating model.
针对TBM施工隧道仰拱预制块的特殊结构,采用围岩-结构模式,进行了模拟施工动态的受力影响计算分析。
In the hypothesized ancient civilization, the construction specification is generally huge, often used the order, the arch, the vault and so on model ancient architecture elements.
在虚拟的古文明中,建筑一般都规格巨大,常使用柱式、拱券、穹窿顶等等典型的古代建筑元素。
Furthermore, model test of Xiluodu's high arch dam is studied and the. Result of stress and displacement is presented in this paper.
此外,本文对溪洛渡高拱坝进行了应力模型试验研究,给出了试验得到的应力、变位结果。
This paper proves the elasticity of China's exchange market under interference after the Asian financial crisis by adopting Autoregressive Conditional Heteroscedasticity (ARCH) model.
本文通过自回归条件异方差(ARCH)模型证明了亚洲金融危机后中国汇市在干预下的弹性。
Its design, process excellence for the stone arch bridge model.
它的设计、工艺为石拱桥的卓越典范。
This paper deals with the statistical inference of an autoregressive conditional heteroscedasticity (ARCH) model under restriction.
研究序约束条件下自回归条件异方差(ARCH)模型的统计推断。
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.
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。
Frequent volatility is a feature of stock market. Autoregressive Conditional Heteroscedasticity (ARCH) model is often used to forecast the variance of the benefit of financial capitals.
股票价格的频繁波动是股票市场最明显的特征之一,自回归条件异方差类模型可以很好地预测金融资产收益率的方差。
Artificial damping boundary is adopted in seismic model test of arch dam on shaking table to simulate the radiation damping effect due to energy dissipation in infinitive foundation.
在振动台上进行拱坝动力模型试验时,设置人工阻尼边界,以模拟地震时地震动能量向无限远域地基逸散的地基幅射阻尼效应。
Sell inflatable arch, model, bouncer, slide, castle, cartoon toy.
销售充气拱门,模型,保镖,滑梯,城堡,卡通玩具。
Build the geometric model of arch dam according to the parameterization. Carry the visualization design of decision-making system out by using the visualization program VB. NET.
按照参数化原则,建立了参数化的拱坝模型,利用可视化编程语言vb.net,实现了高拱坝体形优化决策系统的可视化设计。
Another only considers the anisotropy of high arch (c) in the model, which is called the CE model.
一类是只考虑拱高各项异性的模型,称之为ce模型。
In this paper, a catastrophe model of sine flat arch jumping bend is established.
文中建立的正弦形扁拱跳跃屈曲突变模型可以清晰地阐明扁拱失稳的物理意义。
The methods of arch dam abutment rock mass include numerical method analysis and model experiment analysis.
拱坝坝肩岩体的稳定分析方法包括数值分析法和模型试验法。
A tapered beam element model is used to simulate the behaviour of an arch structure under loading.
采用较为简单的梯形梁单元分析圬工拱形建筑结构受荷载作用的力学性能。
A tapered beam element model is used to simulate the behaviour of an arch structure under loading.
采用较为简单的梯形梁单元分析圬工拱形建筑结构受荷载作用的力学性能。
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