逐步序列檢驗 的英文怎麼說
中文拼音 [zhúbùxùlièjiǎnyàn]
逐步序列檢驗
英文
stepwise sequential test- 逐 : 動詞1. (追趕) pursue; chase; run after 2. (驅逐) drive out; expel; banish 3. (挨著次序) one by one
- 步 : Ⅰ名詞1 (步度; 腳步) pace; step 2 (階段) stage; step 3 (地步; 境地) condition; situation; st...
- 列 : Ⅰ動1 (排列) arrange; form a line; line up 2 (安排到某類事物之中) list; enter in a list Ⅱ名詞1...
- 檢 : Ⅰ動詞1 (查) check up; inspect; examine 2 (約束; 檢點) restrain oneself; be careful in one s c...
- 驗 : 動詞1. (察看; 查考) examine; check; test 2. (產生預期的效果) prove effective; produce the expected result
- 逐步 : 1 (一步一步地) step by step; progressively; gradually; proceed orderly 2 [數學] successive step...
- 檢驗 : checkout; test; examine; inspect; verify; survey; check;checking;testing;[英國]jerque(指檢查船舶...
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The object of this thesis for a master ' s degree is to study the existence of seasonality effect in shanghai and shenzhen a - share market. we use the return data of a - share indices ranging from july 21st, 1997 to the end of year 2000 to study this effect by employing five different asymmetric garch - m models. before the garch analysis this paper studied the detail in very detail and find that the data is not much different from the index returns from developed market : it is fat tailed, with high kurtosis
本研究首先對選取的樣本? ?中國的上海和深圳兩個股票市場a -股綜合指數1997年7月21日到2002年12月31日間1316個交易日的收益率的數據分別進行了深入的分析,發現滬深兩市已經逐步趨于規范化,其指數收益率分佈具有明顯的尖峰、厚尾的特點;然後分別運用了ljung - boxq檢驗和增廣的dick - fuller檢驗,發現所研究的兩個市場的收益率都具有明顯的自相關性,並且都是穩定序列;最後利用white異方差檢驗和arch性檢驗,證明了本文所研究的樣本具有明顯的異方差性和顯著的arch效應,因此用自回歸條件異方差模型來研究中國股市的季節效應非常合適。
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