heteroskedasticity 中文意思是什麼
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The article analyses whether the theory of emh market can explain some phenomena on capital market. we provide some evidence for the non - normal, non - gaussian distribution, auto - correlation, non - linear and heteroskedasticity character of stock price
文章就有效市場假說（ emh ）對現實資本市場的解釋能力進行了分析，發現我國股票市場的股價收益率序列具有非正態性、自相關性、非線性、異方差性等特點。 -
The sixth chapter " essay on the estimation of stock price model " briefly introduced evolution of chinese stock market, showed the abrupt change and discontinuity of chinese stock market return, estimated the three models on the shanghai security exchange comprehensive index, compared the result made by the three models ? the result showed that the figarch model is better in modelling the autocorrelation, heteroskedasticity and nonlinear characteristics of stock price than the others
建立了上證指數的arfima ， garchzjifigarchta刑種杖刑，並對模二解冰股票價格波動的囪相關性，異方差性和非線性市場的效果以及對價格的問歸和預測效果作了比較，得出結論n a ch模型在解決這些問題上效果最好，二種模刑在價格問歸和預測值上都存在一階滯后問題。 -
Reason no. 1 : we may prefer to report the usual ols standard errors and test statistics unless there is evidence of heteroskedasticity
理由1 ：除非有證據顯示異方差存在，我們仍會偏好於常規ols的標準差及檢驗統計量。 -
If the assumption fails, we say the model exhibits heteroskedasticity
如果這個假定不成立，我們說模型存在異方差性。 -
The distributions studied are normal distribution, student - t distribution, skewed student - t distribution and general error distribution. besides this, considering the conditional heteroskedasticity of the time serial in financial market, apply the garch model into the estimation of var
在此基礎上，研究了證券市場上時間序列收益率波動的條件異方差性，考慮中國證券市場的風險特徵，將garch系列模型與var模型相結合，構造了基於不同分佈條件下的var模型。 -
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。 -
We also analysis the heteroskedasticity of serial correlation and find the linkage between the serial
所以，股票的成交量與它的市場價格有效性之間存在一定的聯系。 -
Secondly, the rate of return in china ' s stock has auto regressive heteroskedasticity phenomena and it should be considered in the calculation of var
其次，中國證券市場指數收益率存在條件異方差現象，在計算var的過程中應予以考慮。 -
While it ' s always possible to estimate robust standard errors for ols estimates, if we know something about the specific form of the heteroskedasticity, we can transform the model into one that has homoskedastic errors ? called weighted least squares
對ols估計穩健標準差總是可能辦到的，但是，如果我們知道一些關于異方差結構的信息，我們可以將原模型轉化為具有同方差的新模型，這稱為加權最小二乘法。 -
Non - gaussian distribution and noniinear, auto - - correlation and heteroskedasticity character of stock price and return rates, presented that main factors leads to the failure of emh on chinese stock market is emotionai action, information - - based herding, over - - reaction and under - reaction to information of investors and noniinear, non - equiiibriurn propefty of stock market
提出有效市場理論失靈的主要原因是投資者的非理性行為，信息反映的羊群效應，投資者存在反應過度和反應不足現象，股票市場的非均衡特徵和股票市場的非線性特徵。
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