data volatility 中文意思是什麼

data volatility 解釋
數據易變性
  • data : n 1 資料，材料〈此詞系 datum 的復數。但 datum 罕用，一般即以 data 作為集合詞，在口語中往往用單數...
  • volatility : n. 1. 揮發性；揮發度。2. 輕快，快活。3. 變動不止，反復無常；輕浮。
  1. 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。
  2. Finally, using the 5 minutes intraday data for measuring the market short - term liquidity, we discover that the liquidity of a share market have the reverse " l " sharp, intraday spead have the straight " l " sharp, volatility of retain also have the straight " l " sharp, but intraday volume have the " u " sharp

    最後利用日內五分鐘交易數據對市場短期流動性指標進行了度量與分析，發現滬深a股市場日內流動性呈現出倒l型，日內價差呈現出正l型，收益率的日內波動也呈現出正l型，日內交易量則呈現出u型。
  3. Return volatility analysis in stock market of china : high frequency data showing the characteristic

    上海股市收益序列的長期記憶性建模分析及預測
  4. While many parts of this technology have made good progress ( such as increasing data storage density, reducing access time, improving performances of photorefractive memories, and the like ), the volatility of the stored data in photorefractive materials has become serious obstacle to the practical realization of photorefractive holographic memories

    近年來，在提高數據存儲密度、存取速度以及存儲器性能等方面，已經取得了重大的研究進展。光折變晶體中的非易失性存儲（長期保存和無損讀出）問題，已成為高密度全息存儲技術能否實用化的關鍵問題之一。
  5. At the same time the clock chip pcf8563 and serial eeprom chip csi24c01 with reset and wdt circuit of i2c bus are used hi the system. they have not only provided the non - volatility data storage area, the supervision ability of power supply and mcu and the rtc, and its i2c bus structure has been simplified the circuit design

    同時在系統中還使用了護c總線結構的時鐘晶元pcf8563和內置reset 、 wdt電路的串列eeprom晶元csi24coi ，它們不僅提供了電源和微控制器的監控功能、不揮發性的數據存儲區、實時時鐘，而且其護c總線結構簡化了電路設計。
  6. The results are that the less the sampling time interval, the nearer the estimated price volatility to that in ultra - high - frequency data

    價格服從維納過程時，用甚高頻資?和高頻資?分別估計?價格波動? ；估計結果表明：采樣時間片越大，與甚高頻估計結果差距越大。
  7. Main argument is the choice of the " bank - dominating " or " market - dominating " financial system. the study way of this paper is thatmainly from perspective of the " money - - output ", " bank and the stock market - - output growth " and " banks and the stock market - - output volatility ", buildthe empirical testing model on the past statistical data of china, and make theconclusions, suggestion and reasonable explanations through the analysis ofthe results. the structure of this paper is as follows : part, make research on the relationship of money and economic output. discuss the basis problems on the money research and money theories

    首先，探討了貨幣研究的基本問題和理論，對貨幣供給量與我國產出之間的關系進行了實證研究;其次，對金融體系的構成與經濟發展的關系進行研究，並對我國金融體系中的主體，銀行和股票市場與我國經濟增長之間的關系進行了實證研究;最後，針對經濟波動的問題，從金融體系的波動角度進行解釋，對我國金融領域中貨幣供給量波動和股票市場波動與我國固定投資波動和產出波動之間的關系進行實證研究。
  8. The time series of financial data have the characteristics of unevenness and variance volatility, which was inadequately explained by traditional classical econometric model

    摘要金融數據時間序列具有叢集性和方差波動性特點，傳統經典計量模型對此的解釋能力不足。
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