financial time series 中文意思是什麼

financial time series 解釋
金融時序
  • financial : adj. 1. 財政（上）的，財務（上）的，金融（上）的。2. （會員）繳費的〈cf. honorary〉。adv. -ly
  • time : n 1 時，時間，時日，歲月。2 時候，時刻；期間；時節，季節；〈常pl 〉時期，年代，時代； 〈the time ...
  • series : n 〈sing pl 〉1 連續；系列。2 套；輯；叢刊；叢書。3 【生物學】區；族。4 【植物；植物學】輪；列；...
  1. In this paper, we use nonparametric regression method in chinese financial time series, we also use both kernel regression after improving cross - validation function and local polynomial estimation of regression under mixing condition to study and analyze the volatility in chinese stock market

    在本文中，我們把非參數回歸的方法運用到我國實際的金融時間序列數據之中，討論了我國股價指數收益率序列的易變性。而在用非參數回歸進行估計時，選擇合適的窗寬有著重要的意義。
  2. Financial time series forecasting based on nonlinear tracking - differentiator

    微分器的金融時間序列預測
  3. Payment gateway should implement many functions, such as real time payment, funds accounting, query and statistics. and build the connection between internet and network system of financial processing. it should finish a series of function, implement accept and deal with payment requests from internet, send these requests to financial processing system, and then receive the result and send it back to the customers and merchants who send these payment requests

    支付網關系統要實現internet上的實時支付、資金清算、查詢統計等功能，真正在internet和金融業務處理網路系統之間建立連接，實現從internet上接受、處理支付請求，將支付請求送到金融業務處理系統進行處理，然後將處理結果返回給發出支付請求的消費者或商戶等一系列的功能。
  4. Research and teaching : econometric theory, non - parametric econometrics, nonlinear time series analysis, and financial econometrics

    主要研究和教學領域：計量經濟學理論，非參數計量經濟學，非線性時間系列分析，金融計量經濟學。
  5. The autoregressive conditional heteroskedastic ( arch ) class of models for conditional variances was put forward by engle ( 1982 ) proved to be extremely useful for analyzing economic time series. garch models have been developed to account for empirical regularities in financial data

    Engle （ 1982 ）提出的arch模型，對經濟時間序列中的條件方差分析十分有用， arch模型可以很好地刻劃金融數據。
  6. Professor sir clive granger is a pioneer in the field of time series analysis and econometrics. he received the 2003 nobel prize in economics for his contributions to methods of analyzing long run relationships in economic time series, a discovery which was a major breakthrough. his models have become indispensable tools for macro - economic forecasts, evaluation of risks and analysis of the financial markets

    格蘭傑教授是計量經濟學及時間序列分析的大師，他以研究經濟數據之間的長遠關系即:協整cointegration模型獲2003年諾貝爾經濟獎，為經濟學上一重大突破，他發明的分析模型被廣泛應用於宏觀經濟預測分析風險評估及金融市場的分析。
  7. The comparative research between the sv and garch models on their abilities to describe financial time series

    非最小相位線性非高斯序列的替代數據檢驗
  8. First, description of the change of financial component is provided in the paper, which indicates possible earnings management in the researched years. second, evidence of earnings management of listed company is provided as a whole by time - series models and cross - section models

    首先，通過對st公司與控制公司會計指標的描述性分析，指出了st公司在被特別處理前後年度以及被特別處理前年度的可能存在的盈餘管理行為，並得出一些初步的假設性結論。
  9. In last chapter, a new conception and model for var, based on prediction are brought forward. finally, a kind of new kernel density estimating function, adapting to financial time series is employed to extend time series kernel density estimating model

    文中最後一部分，從風險價值預測的角度出發，建立了基於var預測的概念和模型，提出了一種適合估計金融時間序列分佈的核密度函數，並採用加權法推廣了時間序列核密度估計模型
  10. Liang, q., and teng, j. z., 2006. unit root and structural breakpoints in china macroeconomic and financial time series. frontiers of economics in china, 1 ( 4 ), 537 - 559

    滕建州、梁琪： 《中國區域經濟增長收斂嗎？基於時序列的隨機收斂和收斂研究》 ， 《管理世界》 ， 2006年第12期。
  11. In the empirical analysis, pp plot or other test methods show that logarithmic return time series of financial assets have leptokurtosis and heteroskedasticity

    在實證研究中，利用pp圖和其它檢驗方法得到金融資產的對數收益時間序列有高峰厚尾和arch效應。
  12. It is found from the comparison that the arch type models with stable paretian innovation is more capable to capture characteristics of financial time series than arch type models with normal and student ' s t innovations

    通過模型的比較分析，得到基於穩定分佈的arch類模型比基於正態分佈、 t分佈的arch類模型能更好地刻劃金融時間序列的特徵。
  13. The change - point analysis in financial time series has been regarded as one of the core areas of research in statistics

    金融時間序列模型的變點分析是一類重要的統計問題，它引起眾多學者的關注。
  14. One is the qualitative analysis from the micro stratification ; another is quantitative analysis by using financial time series methods. thus this paper expected to offer decision - making reference and theoretical support for the government ’ s intervention on the foreign exchange market under different economic environment. with respect to methodology, this paper takes a microeconomic approach

    本文的研究思路是，首先確立從微觀層面進行分析;其次從理論上的邏輯推理到實證檢驗的支持，二者有機結合來說明匯率波動的微觀原因以及匯率波動的特點;最後在此基礎，針對匯率波動的不同情形，提出政府干預匯率波動的政策建議。
  15. Many financial time series have a number of characteristics in common

    金融或經濟時間序列有一些共同特徵。
  16. A method is proposed for the analysis of the financial time series, which is based on the properties of multi - resolution and the thinking of denoise

    利用小波分析的多分辨特性和濾波思想，對它在經濟時間序列分析中的應用作了研究。
  17. The popularity of fractal markets is proved after demonstrations on three disparate financial time series. 2 estimating the nonlinear cointegration function is the key issue in nonlinear cointegration research. wavelet neural network is introduced into the nonlinear cointegration modeling, and the modeling method is presented

    2 、非線性協整函數的估計是非線性協整研究中的核心問題，論文將小波神經網路引入非線性協整建模研究之中，利用小波神經網路給出了非線性協整建模方法。
  18. It shows that traditional finance theory based on the assumptions of normal return distribution, random walk, and independence cannot accurately characterize the price behavior ; while with the hypothesis of fractal capital market, non - normality, fractional brownian motion, and the long - term memory of the financial time series, the behavior of the actual stock price can be characterized well

    研究表明，基於有效市場的傳統理論假設:正態分佈、隨機游動與獨立性並不能準確刻化股票價格行為，而基於分形市場的理論假設，非正態分佈、分數布朗運動與長期記憶性能夠很好描述實際資本市場的價格行為。
  19. According to the national level survey report and our own questionnaire materials, the authors analyzed the financing channel structures of how the clan - owned enterprises merge with social financial capital and their variations from a time series perspective, and tried to identify the capacities between different financing channels and their future trends

    下載本文根據全國性的調研報告和筆者的問卷資料，從時間過程的角度考察私營家族企業融合社會金融資本的渠道結構及其變化，重點要探明不同渠道融資的能力及其發展趨勢。
  20. 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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