conditional returns 中文意思是什麼
conditional returns
解釋
條件化退回- conditional : adj 1 帶有條件的，有限制的；視…而定的。2 【語法】條件的，假設的。3 引起條件反射的。n 【語法】條件...
- returns : 薄利多銷
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Here we developed the general arma ( p, q ) - garch ( r, s ) - m ( k ) models, which maybe become increasingly important for estimating volatility returns and exogenous shocks for finance data. after we present the posterior distribution of the model and the full conditional distributions of all the parameters of the model, we develop a hybrid metropolis - hastings algorithm for estimating the parameters of arma - garch - m models based on the works of bayesian chib and greenberg ( 1994 ) and nakatsuma ( 2000 ). here we simplified the estimations in ma and garch block
作為該模型的推廣，我們在本文中提出了一個一般的arma （ p ， q ） - garch （ r ， s ） - m （ k ）模型，並在詳細給出模型的后驗分佈以及模型的所有參數的滿條件分佈的基礎上，結合chibandgreenberg （ 1994 ）與nakatsuma （ 2000 ）等人的工作，對此新模型設計了一個可行的混合metropolis - hastings演算法，簡化了ma塊與garch塊的估計。 -
This part mainly discusses the statistical distribution of the price and the returns rate, including random process and the returns rate model, gaussian process, measuring returns rate with discrete random process, white noise process, auto regression process, moving average process, auto regression moving average process, random walk, continuous random process, leptokurtic distribution, conditional mixed distribution, garch model and fractal distribution
在這一部分中，我們主要討論價格和收益率的統計分佈：隨機過程和收益率模型、高斯過程、收益率計量中的離散隨機過程、白噪聲過程、自回歸過程、移動平均過程、自回歸移動平均過程、隨機行走、連續隨機過程、尖峰分佈、條件混合分佈、 garch模型以及分形分佈。 -
We find that fitness of returns on stocks to non - normal stable distributions in china stock market is very good by fitness test ; study measurements of return and risk of a portfolio conditional on non - normal stable distributions and put forward mean - scale parameter model ; find that mean - scale parameter model can explain asset allocation puzzle by empirical analysis
通過擬合優度檢驗發現我國的股票收益率與非正態穩定分佈的擬合效果非常好；研究了非正態穩定分佈條件下投資組合收益和風險的度量，建立了均值尺度參數投資組合模型；通過實證分析發現均值尺度參數模型能夠解釋資產配置之謎。
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