evolution of modelling 中文意思是什麼
evolution of modelling
解釋
模型化的進展-
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。
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