Based on this we simulate the volatility features of the two kinds of yield rate time series and analyze their fitting results using the stochastic volatility models.
在此基础上利用随机波动类模型对两种收益率的波动性特征进行拟合，并对拟合优度进行分析。
This paper analyzes the statistical features of the Shanghai and Shenzhen 300 Index yield rate time series from two aspects which include low frequency data and high frequency data.
本文从低频数据和高频数据两个角度对沪深300指数的收益率时间序列统计特征进行分析。
Through the analysis of copper time series' characteristics, we found that copper yield rate time series had peak fat-tail characteristic, volatility clustering characteristic and obvious ARCH effect.
通过对沪铜收益率时间序列特征的分析发现，沪铜收益率时间序列存在尖峰厚尾性和波动集群性，并具有明显的ARCH效应。
The parameters for evaluation in dynamic contrast enhanced MRI included early enhancement rate, time signal intensity curve pattern and lesion's morphological features.
动态资料的评价参数包括：早期增强率、时间信号强度曲线类型以及病变的形态学特征。
There were no significant differences in fracture alignment, hip screw position, tip-apex distance, union rate, time to healing or complication rate.
在骨折对线，螺钉位置，尖顶距，愈合率，愈合时间和并发症发生率方面无显著差异。
The shear stress - shear rate - time relationship of wet and soft soils is determined from the point of view of dislocation theory.
从位错理论出发导出了湿软土壤的剪切应力—剪切应变—时间关系。
The first wound healing rate, time of hospital stay, and satisfactory rate were used as evaluation measures.
以伤口甲级愈合率、住院时间和患者满意率为疗效评价指标。
Drug products that have similar AUCs but differently shaped plasma-level curves are equivalent in extent but differ in their absorption rate-time profiles.
一些AUC相同而血浆浓度曲线形状不同的药物，具有相同的吸收分量和不同的吸收速率-时间。
The effects on flux of tangential flow rate, time, pressure and temperature were investigated.
研究了错流方式的板式膜组件的切向流速、时间、压力、温度等对渗透通量的影响。
The effects on flux of tangential flow rate, time, pressure and temperature were investigated.
研究了错流方式的板式膜组件的切向流速、时间、压力、温度等对渗透通量的影响。
应用推荐