statisticalanalysis 中文意思是什麼
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Our analysis shows that the heterogeneity, trend chasingthrough learning, and the interplay of noisy processes and a stable deterministicequilibrium can be the source of power - law distributed ? uctuations. statisticalanalysis based on monte carlo simulations are conducted to characterize the longmemory and volatility cluster
用基於monte - carlo模擬的統計分析來描述市場長期記憶性和波動集聚性,做了arfima模型的參數估計和( fi ) garch模型的參數估計及其相關統計檢驗
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