nonparametric ACD model 非参数ACD模型
the ACD model 自回归条件持续期模型
dynamic acd model 动态acd模型
the semiparametric ACD model 半参数ACD模型
the nonparametric additive ACD model 非参数可加ACD模型
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。
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