1) ARCH model
ARCH模型
1.
ARCH model of share yields on china stock market and empirical analysis;
中国股市收益的ARCH模型与实证分析
2.
Diagnose analysis in ARCH models;
ARCH模型的诊断分析
3.
The comparison of ARIMA model and ARCH model application in HongKong stock price index prediction;
ARIMA模型与ARCH模型在香港股指预测方面的应用比较
2) ARCH model
ARCH类模型
1.
The idea of introducing ARCH models into the VaR estimation is justified by concrete step of how to use ARCH models to calculate VaR.
将ARCH类模型用于计算风险价值,会在很大程度上提高风险价值测度的精度。
2.
Then, various measurement methods, such as moving average method, ARCH model, stochastic volatility model and implied volatility method are mainly presented.
接着,主要介绍移动平均方法、ARCH类模型、随机波动模型以及隐含波动性方法,并在移动平均方法中引入了稳健型指数加权移动平均方法和基于非对称Laplace分布的有偏型指数加权移动平均方法,对ARCH类模型和SV模型及二者的主要扩展模型进行了较为全面的论述,并对模型参数的估计方法进行了介绍。
3.
ARCH model,GARCH model and GARCH-M model were introduced,and the character of ARCH-type model was analyzed.
介绍ARCH模型、GARCH模型和GARCH—M模型,分析ARCH类模型的特点。
3) ARCH models
ARCH类模型
1.
Application of ARCH models in the Financial Markets;
ARCH类模型在金融市场中的应用
2.
This article analyzes briefly the characteristic of different ARCH models and then uses relevant models to carry on the empirical study on the market fluctuation characteristics of Chinese securities investment fund.
根据不同类型的ARCH类模型的特点及其所刻画的市场波动特征,本文对中国证券投资基金市场波动的聚集性进行检验,分别运用EGARCH和TGARCH模型对证券投资基金波动的非对称性和杠杆效应进行实证研究,运用EGARCH-M模型对证券投资基金波动的风险溢价效应进行实证分析,运用改进的EGARCH模型对证券投资基金波动与信息的关系进行实证研究,并对实证结果进行分析。
3.
In this paper, the volatility of Chinese stock market is investigated using the ARCH models with regime-switching in the volatility(SWARCH).
SWARCH模型较传统的ARCH类模型显著地提高了股票市场波动性的描述与预测能力。
4) ARCH-M model
ARCH-M模型
1.
Measuring the risk aversion by the semi-parametric ARCH-M model;
基于半参数ARCH-M模型的风险厌恶度量
2.
Due to the problem of "curse of dimensionality", we propose an adaptive Function-Coefficient ARCH-M model to measure the risk aversion.
本文就是要研究总体风险厌恶与多个经济变量的关系,由于出现了“维数祸根”问题,所以我们提出了适应性函数系数ARCH-M模型并用来度量风险厌恶。
5) ARCH family models
ARCH类模型
1.
This paper has used ARCH family models to test the volatility of the return rate of Chinese stock market and discovered that there are some characteristics such as "time variation ","cluster" and "asymmetry" in the market.
基于用ARCH类模型对我国股市收益波动进行的实证分析表明,我国股市收益波动具有“时变性”、“集群性”和“不对称性”三个特征;但在我国,政策因素作为影响股市走势的一个重要变量的事实比较明显。
6) ARCH Models
ARCH族模型
1.
This paper applies the newest datas from 2000 to 2007 to analyze the Shenzhen stock market by the ARCH models.
ARCH族模型是动态非线性的股票定价模型,在金融和经济领域具有广阔的应用前景。
补充资料：arch
分子式：
CAS号：
性质：在容器内的粉料层中如果形成能承受上方粉料的压力而不将此压力传递给下方的面，此面即称为拱桥。拱桥是向上凸起的曲面，其最大主应力沿拱桥曲面作用，沿拱桥垂直方向的最小主应力为零。在重力作用下进行的粉料流出过程中可能反复出现拱桥的形成和崩解过程，此种拱桥称为动拱桥。
CAS号：
性质：在容器内的粉料层中如果形成能承受上方粉料的压力而不将此压力传递给下方的面，此面即称为拱桥。拱桥是向上凸起的曲面，其最大主应力沿拱桥曲面作用，沿拱桥垂直方向的最小主应力为零。在重力作用下进行的粉料流出过程中可能反复出现拱桥的形成和崩解过程，此种拱桥称为动拱桥。
说明：补充资料仅用于学习参考，请勿用于其它任何用途。
参考词条