...数，则股市报酬 t R 为一变异数固定的白噪音 过程；当出现持续贬值，则受限于 t e 的股票报酬之条件变异数(conditional variance)为﹕ ) ( t t e R Var = 2 σ 2 ) ( t e (10) 贬值明显影响股票报酬的条件变异数，贬值愈大(小)，则股票报酬的变异 数将随之增加...
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...作者利用 Kalman filter 及 ARCH 模式， 以便将随时间变动的參數(time-varying parameters)及条件变異數 (conditional variance)因素纳入。 实证结果发现在进行1 2 月期的预测时， 预测误差有显著下降的 现象。
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Prior conditional variance 事前机率条件变异数
conditional variance function 条件方差函数
conditional variance equation 条件方差方程
conditional variance model 条件方差模型
conditional variance matrix 条件方差阵
varying conditional variance 时变条件方差
It could provide the basis to the regulators and investors for analyzing and defusing the stock market risk. In our real life, financial time series often show that the conditional mean and conditional variance have different state.
现实生活中,金融时间序列通常表现出条件均值和条件方差都具有不同的状态水平,因此本文考虑基于离散马尔可夫过程的体制转换模型对我国股票市场风险进行度量。
参考来源 - 体制转换模型下中国股票市场VaR的估算（研究生论文）·2,447,543篇论文数据，部分数据来源于NoteExpress
以上来源于: WordNet
This paper mainly discusses the identification of social interactions under conditional variance restrictions.
本文主要讨论在条件方差限制下的交互影响的识别问题。
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。
This paper proposes Latin hypercube sampling combined with variance reduction techniques of conditional expectation and antithetic variates to assess ultimate strength reliability of ship hull girder.
本文将拉丁超立方抽样法与条件期望和对偶变数方差减缩技术组合用于分析船体总纵极限强度可靠性。
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