logarithmic series 中文意思是什麼
logarithmic series
解釋
對數級數- logarithmic : adj 對數的。 logarithmic function 對數函數。 a logarithmic scale 計算尺。 logarithmic series 對數...
- 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；...
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On the time series charts below, logarithmic scale is used to facilitate reading, especially at low visibility values
以下的時間序列使用對數圖表來顯示能見度，以方便在能見度較低時查看。 -
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。 -
Firstly, the logarithmic return series usually show no or little autocorrelation, whereas the squared values or absolute values of the series have high autocorrelation
首先，收益序列沒有明顯的自相關性，但其平方或絕對值卻高度自相關，序列的波動呈聚集性。 -
Our findings are as follows : firstly, the phenomena of thick tails, volatility clustering, leverage effects, are existed in chinese stock markets. bad news affecting is higher than good news ; secondly, it is found from the comparison that the arch type models with student ’ s innovation is more capable to capture characteristics of logarithmic return time series ; thirdly, return of the four share indexes keep in co - integration at a long run ; lastly, the volatility spillover effect between a - share and b - share are tested and there exists a prominent spillover effect from a - share to b - share
而深市b股發生了變化，從第一階段的非對稱現象不顯著到第二階段的顯著，且跟a股保持同向的風險補償。第四，上證a指對上證b指收益率在短期上具有格蘭傑原因，在b股對境內投資者開放后， a 、 b股的關聯性增強。第五，在第一階段， a股向b股的波動溢出不太顯著，在第二階段滬深兩市a股向b股的單向波動溢出均顯著性存在。
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