GARCH-M的意思|示意
GARCH-M的网络常见释义
模型 进行实证调查的平均模型（GARCH-M）和1976年1月和1994年8月的月度数据来自阿根廷，希腊，印度，墨西哥，泰国和津巴布韦之间的GARCH。
GARCH-M相关短语
1、 Garch-M模型 Garch-M model
2、 GARCH-M mean 均值GARCH
3、 factor-GARCH-M model 因子GARCH
GARCH-M相关例句
Then we test the relation between expected returns and expected risk with the GARCH-M model.
然后，应用均值GARCH (GARCH - M)模型检验预期收益与预期风险的关系。
GARCH and GARCH-M models imply that the volatility is weakening, and investors who used to be risk preference have become risk aversion.
GARCH和GARCH - M模型结论表明股市波动趋缓，投资者由风险偏好转为风险厌恶。
The nonparametric GARCH-M model proposed in this paper is based on the idea of using bivariate B-splines of lagged rates of return and estimated volatilities.
本文构造的非参数GARCH-M模型是基于前期收益率序列和前期波动率估计序列的双变量B样条基回归方法得出的。
This paper conducts empirical study of the relationship between stock price and trading volume with the help of data of some stocks and asymmetric component GARCH-M.
利用个股数据资料和非对称成分GARCH-M模型对中国股票市场的量价关系进行了实证研究。
The paper constructs market confidence index and market activity index, and then analyzes the relations of these information variables and the volatility by dint of GARCH-M model.
在构建市场信心指数和市场活跃指数的基础上，借助于GARCH-M模型对市场的信息变量与波动性的关系进行研究。