Among tools for analyzing high frequency financial data, the extensive ACD model is a very important one.
扩展的ACD模型是金融高频数据分析的一种重要方法。
In this paper, we have demonstrated the nonparametric ACD model on intraday transaction data of the stock market of China.
文章利用中国证券市场的日内交易数据实证了非参数ACD模型。
Because the nonparametric ACD model does not rely on the functional form of (conditional) mean value and the error distribution form, it has more typical implication.
非参数ACD模型不依赖条件均值的函数形式和误差项的分布形式，更具有一般意义。
Research based on combination of high frequency data with Auto-regressive Conditional Duration (ACD) Model shows that ACD model can successfully describe the intensity of bargaining arrival.
结合高频数据和自回归条件持续性（ACD）模型进行的研究表明：在中国市场，自回归条件持续性模型可以成功用来衡量交易到达的强度。
On the basis of traditional animal model of rheumatoid arthritis, an ACD rat model was established by repeated injection of Freund's complete adjuvant.
在建立传统的类风湿性关节炎大鼠动物模型的基础上，通过反复注射弗氏完全佐剂，建立ACD大鼠动物模型。
On the basis of traditional animal model of rheumatoid arthritis, an ACD rat model was established by repeated injection of Freund's complete adjuvant.
在建立传统的类风湿性关节炎大鼠动物模型的基础上，通过反复注射弗氏完全佐剂，建立ACD大鼠动物模型。
应用推荐