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.
研究序约束条件下自回归条件异方差（ARCH）模型的统计推断。
This paper deals with the statistical inference of an autoregressive conditional heteroscedasticity (ARCH) model under restriction.
提出一种异方差分析方法，包括异均值方差分析和异均值异方差分析。
A method for heteroscedastic analysis is presented, which includes the homoscedastic and the heteroscedastic analysis of different means.
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.
应用极值理论，通过极值指数估计量，提出了一种可行的对异方差的检验方法。
One kind of heteroscedasticity testing method was proposed through extreme value theory and extreme value index estimator.
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.
第四章讨论了实证结果，并对实证结果进行了敏感性分析，尤其是考虑了异方差现象。
Chapter iv: examines the results and contains the sensitivity analysis with focus on possible heteroscedasticity problems.
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.
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。
This paper proves the elasticity of China's exchange market under interference after the Asian financial crisis by adopting Autoregressive Conditional Heteroscedasticity (ARCH) model.
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.
首先刻画了非线性随机效应模型的异方差类型，进而研究了非线性随机效应模型的异方差检验；
We first develop the tests for varying dispersion in two special generalized nonlinear models of longitudinal data: (1) logistic nonlinear models in binomial data;
本文提出了一种单因子异方差模型，导出这种异方差分析方法，并给出了模型中均值与方差的估计。
This paper presents a single factor heteroscedastic model, deduce a method of this heteroscedastic analysis, and presents the estimation of mean and variance in this model.
因此，评估可由广义自回归条件异方差(GARCH模型)，这可能使避险比率意味着出随时间变化。
Therefore, evaluation could be carried out by means of Generalized Autoregressive Conditional Heteroscedasticity (GARCH), which could make hedge ratio vary with time.
文章介绍了异方差模型，研究和分析了异方差的检验和利用加权最小二乘法消除异方差对模型的影响。
They are all used with the hypothesis of homoscedasticity. Heteroscedasticity will danger accuracy of the model. This thesis introduces heteroscedasticity to the reader.
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.
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.
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.
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.
但实际研究中往往有很多参数不服从假设的分布，针对这一以往方法的缺陷，提出了异方差的游程检验方法。
However, in practice many parameters do not satisfy those hypothesized distribution. In order to handle the defect of normal heteroscedasticity testing means, we pose a new mean, that is runs test.
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.
然后，利用自回归条件异方差模型系统研究了我国封闭式基金市场的价格波动特性，分析了基金市场的风险特征。
Then, it studies the characteristic of price volatility and risk in closed-end securities investment fund market by use of ARCH models.
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。
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.
我们首先提出了一个带arma(1,1)条件异方差相关的随机波动模型，它是基本的随机波动模型的一个自然的推广。
In this paper, we extended the basic stochastic volatility models to a stochastic volatility models with ARMA (1, 1) conditional heteroskedasticity and correlated errors.
我们首先提出了一个带arma(1,1)条件异方差相关的随机波动模型，它是基本的随机波动模型的一个自然的推广。
In this paper, we extended the basic stochastic volatility models to a stochastic volatility models with ARMA (1, 1) conditional heteroskedasticity and correlated errors.
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