GARCH and ARMA prediction models are constructed on condition of the analyzed data, and several conclusions about the non-linear characteristics of Chinese security market are drawn.

  • 在分析数据的基础上,建立了上证综合指数和深证成分指数的广义自回归条件异方差(GARCH)和自回归移动平均(ARMA)预测模型,并分析了中国股票市场的几个非线性特征。

  • 互联网摘选 2025-01-20 13:39:38

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