1.Our conclusion is to add a quadruple times lagged residual to the variance function of the ARCH model can decrease the kurtosis of the residual and improve its ability of simulation and that the number of data used in one order high times ARCH model is not less than that in one order ARCH model.
最后,用一阶ARCH模型和本文介绍的高次ARCH模型分别对股票价格指数进行模拟,得到结论:在一阶ARCH模型的方差方程中,附加上一阶滞后残差的四次方,可以在不减少可用数据数量的基础上,降低残差的峰度,从而提高模型的拟合度。
2.In this paper,quantum-behaved particle swarm optimization algorithm is developed for some serious disadvantages of traditional estimating methods of ARCH,and the ARCH model for Dow-Jones average stock return are established empirically,finally forecast of the return is given.
文章针对ARCH模型参数传统估计方法的不足,提出了利用量子粒子群算法的改进算法,并利用此算法实证建立了美国证券市场道琼斯指数收益的ARCH模型,更加精确地动态度量了证券市场收益序列的条件“异方差”,进行了指数走势预测。
3.For example, since the first ARCH model introduced by Engle (1982), its various extensions keep emerging one after another, such as GARCH, ARCH-M, EGARCH and AGARCH models and etc.
自Engle在1982年提出第一个ARCH模型以来，其各种推广和变异模型层出不穷，主要的有GARCH模型、ARCH-M模型、EGARCH模型和AGARCH模型等等。
4.Mm This directory contains all of the memory management code. The architecture specific memory management code lives down in arch/*/mm/, for example arch/i386/mm/fault.c.
与具体体系结构相关的内存管理代码位于arch／＊／mm目录下，如arch／i386／mm／fault。c。
5.Objective To discuss effect of the supraubc arch sling(SPARC) procedure in the treatment of female patients with stress urinary incontinece.
目的探讨经耻骨上膀胱尿道吊带术(supraubc arch sling,SPARC)治疗女性压力性尿失禁(SUI)的临床疗效。
6.On the Research of Parameter Estimation for a Class of β-ARCH Model
关于一类β-ARCH模型参数估计的研究
7.Authors of the literatures come from USA,Germany,Hong Kong of China,UK(including Northern Ireland),Austria,Sweden and Italy. The literatures were published at Altern Ther Health Med,Am J Phys Med Rehabil,Anesth Analg,Arch Intern Med,Forsch Komplement?rmed Klass Naturheilkd,Health Technol Assess,Rheumatology(Oxford),South Med J,Spine,Complment Ther Med,Pain. Three researches show that efficacy of acupuncture is uncertain.
论文发表于Altern Ther Health Med,AmJ PhysMed Rehabil,Anesth Analg,Arch Intern Med,Forsch Komplementarmed Klass Naturheilkd,Health Technol Assess,Rheumatology(Oxford),South Med J,Spine,Complement Ther Med,Pain,Clin J Pain,J Altern Complement Med杂志;
8.KernelMost of the relevent generic code is in kernel with the architecture specific code in arch/*/kernel.
核心大多数通用代码位于kernel目录下而处理器相关代码被放在arch／＊／kernel中。
9.Again, the architecture specific kernel code is in arch/*/kernel
同时与处理器结构相关代码都放在arch／＊／kernel目录下。
