volatility test 中文意思是什麼

volatility test 解釋
揮發性試驗
  • volatility : n. 1. 揮發性；揮發度。2. 輕快，快活。3. 變動不止，反復無常；輕浮。
  • test : n 1 檢驗，檢查；考查；測驗；考試；考驗。2 檢驗用品；試金石；【化學】試藥；（判斷的）標準。3 【化...
  1. Test method for volatility of liquefied petroleum gases

    液化石油氣揮發性的試驗方法
  2. Secondly, theoretical models for time series, such as garch, egarch, tarch and garch - in mean, and the methods of parameter estimation are introduced. then, these models are employed to test the volatility in shanghai a - share, shanghai b - share, shenzhen a - share and shenzhen b - share. next, in chapter 4, we study the co - integration and test the granger causality between the four share indexes. finally, the spillover of volatility between a - shares and b - shares markets are tested

    第二，通過模型的比較分析，發現殘差基於t分佈的arch類模型較之基於正態分佈和ged分佈的arch模型能更好地刻畫我國股指收益率序列的特徵。第三，滬深a股在兩個階段的變化甚微，保持著非對稱效應，對利空消息的波動大於利好消息的波動，風險補償為正向，且風險補償系數的變化不大。
  3. 5 ) the volatility in china ' s stock market has become more and more rational since the rule of raising limit was established in 1996. in chapter 3, the model of tgarch ( glosten, jagannathan, and runkle, 1993 ) is used to test the volatility of these stock shares indices

    其次，在第3章，我們主要採用glosten ， jagannathan和runkle （ 1993 ）等人提出的非對稱的tgarch （ thresholdgarch ）模型對市場指數的日收益數據進行了波動特徵的擬合檢驗。
  4. Test method for estimating processing losses of plastisols and organosols due to volatility

    估計揮發性引起的塑料溶膠和有機溶膠處理損失的試驗方法
  5. Standard test method for estimating processing losses of plastisols and organosols due to volatility

    由於揮發導致的塑料溶膠和有機溶膠的估計加工損失的標準試驗方法
  6. Standard test method for engine oil volatility by gas chromatography

    發動機油揮發度測定法
  7. Standard test method for determination of pitch volatility

    測定硬瀝青揮發性的標準試驗方法
  8. In this essay, firstly the author analyzes the predictability of time series from china ' s stock exchange using three kinds of methods : arma model, neural network model and non - parametric estimation and gives evaluation on their performances while at the same time puts forward some conclusions deserving attention from both stock exchange supervising department and stock traders. secondly, the author examines the assumptions closely on which the above - said methods base and gives a detailed discussion on them, especially using garch model to test quantitatively the stability of china ' s stock exchange, afterwards drawing the conclusion that it is hard to make accurate prediction of price or return rate of china ' s stocks for none of the assumptions fully holds ground. thirdly, taking account of the difference between chinese stock traders as a whole and that of developed countries, the author gives a thorough analysis on the complexity and volatility of its ( traders " ) reaction to information and points out that the intrinsic heterogeneous and volatile reaction to information is an important reason for the almost unpredictability of the price or return rate in china ' s stock exchange

    本文首先採用arma模型、非參數模型以及神經網路模型對我國股市時間序列進行研究，對三種方法在分析我國股市時間序列的表現進行評價，並得出了一些對監管部門以及股票交易者有借鑒意義的結論；其次作者對三種模型分析我國股市時間序列的前提進行了討論，特別是利用garch模型對我國股市的系統穩定性進行了量化檢驗，得出了前提難以滿足導致準確預測我國股市價格或收益率困難的結論；第三，考慮到中國股市股票交易者群體與發達國家股市股票交易者群體之間的差異，作者借用行為金融學的理論成果對我國股票交易者對信息反應的復雜性和易變性進行了詳細分析，指出股票交易者對信息反應的異質性和易變性是造成難以準確預測我國股市的一個重要原因，考慮到我國股市以散戶為主導的特性將長期存在，因此將行為金融學的研究結論納入對我國股市時間序列的量化研究具有重要的意義；最後，作者從唯理預測與唯象預測之間差異的角度出發，指出了唯象預測的缺點並對我國股市時間序列的研究方向進行了展望。
  9. Test method for estimation of engine oil volatility by capillary gas chromatography

    用毛細管氣相色譜法評估發動機油揮發性的試驗方法
  10. Standard test method for estimation of engine oil volatility by capillary gas chromatography

    用毛細管氣相色譜法評定發動機油揮發性的標準試驗方法
  11. In this article, some methods are used to test the volatility characteristics of returns on the indices of stock shares in china ' s stock markets

    在本文中，我們運用一系列方法對中國滬深股市股指收益序列的波動特徵進行了比較全面的實證檢驗，並得出了一些有價值的結論。
  12. Secondly, the paper tests the relation between the volatilities of the stock returns and macroeconomic cyclical variables by using granger - causality test and the hendry general - to - specific modelling strategy. we find that such factors we choose here as the volatilities of the value added of industry, the money supply, consumer price index, interest rates and exports, imports have influence on the volatility of the stock returns to some extent

    然後應用格蘭傑因果關系檢驗和韓德瑞的從一般到特殊的建模理論，同時測試股票市場收益率的條件波動率與宏觀經濟變量的條件波動率的相互關系，發現工業生產增加值、貨幣供給量、消費者價格指數以及進出口額的條件波動率等經濟指標對我國股票市場收益率波動率都在不同程度上有影響。
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