广义方差比是一个效率度量。

The generalized variance ratio is a measure of efficiency.

youdao

文章利用广义方差分解研究了沪市各个分类指数之间的关系，显示了系统冲击在各个行业指数之间传递的特点。

Using the new method, the paper studies the interrelationships between the five ShangHai sector indexes. The results suggest that the shock to one in…

youdao

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.

youdao