1. Non-constant error variance or heteroscedasticity.
非常量误差方差或异方差性。
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2. One kind of heteroscedasticity testing method was proposed through extreme value theory and extreme value index estimator.
应用极值理论，通过极值指数估计量，提出了一种可行的对异方差的检验方法。
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3. Chapter iv: examines the results and contains the sensitivity analysis with focus on possible heteroscedasticity problems.
第四章讨论了实证结果，并对实证结果进行了敏感性分析，尤其是考虑了异方差现象。
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4. This paper deals with the statistical inference of an autoregressive conditional heteroscedasticity (ARCH) model under restriction.
研究序约束条件下自回归条件异方差（ARCH）模型的统计推断。
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5. The generalized autoregressive conditional heteroscedasticity (GARCH) model has the ability to describe the volatility of time series.
广义自回归条件异方差(GARCH)模型具有描述时间序列波动性的能力。
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6. Chapter 2 studies the tests for heteroscedasticity and correlation in longitudinal data model with uniform correlation covariance structure.
第二章系统讨论了具有一致相关的纵向数据模型中异方差和相关性的检验问题。
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7. Volatility in the article is the variance of asset return, which varies with time going, and this is also called heteroscedasticity in Econometrics.
本文所研究的这种波动性指的是资产收益的方差随时间不断变化，这在计量经济学中称之为异方差问题。
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8. The results showed that the daily yield of China' s stock market had obvious heteroscedasticity, volatility, aggregation, sustainability and leverage effect.
分析结果显示：我国股市日收益率具有明显的异方差性、波动性、聚集性、持续性和杠杆效应。
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9. High-level ARCH effect is certification in the BDI logarithm process by ARCH LM test, GARCH(1,1)model is used to eliminate the conditional heteroscedasticity.
10. Therefore, evaluation could be carried out by means of Generalized Autoregressive Conditional Heteroscedasticity (GARCH), which could make hedge ratio vary with time.
因此，评估可由广义自回归条件异方差(GARCH模型)，这可能使避险比率意味着出随时间变化。
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11. Considering the time variation, heteroscedasticity and tail characters of market risk and liquidity risk, GARCHEVTmethod is used for the modeling of these properties.
针对市场风险与流动性风险的时变性、异方差性和尾部特点，利用GARCH -EVT方法进行建模。
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12. They are all used with the hypothesis of homoscedasticity. Heteroscedasticity will danger accuracy of the model. This thesis introduces heteroscedasticity to the reader.
文章介绍了异方差模型，研究和分析了异方差的检验和利用加权最小二乘法消除异方差对模型的影响。
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13. This thesis is composed of two sections in which we discuss generalized spectral density test of conditional autoregressive heteroscedasticity for threshold autoregressive model.
14. This paper proves the elasticity of China's exchange market under interference after the Asian financial crisis by adopting Autoregressive Conditional Heteroscedasticity (ARCH) model.
本文通过自回归条件异方差(ARCH)模型证明了亚洲金融危机后中国汇市在干预下的弹性。
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15. Frequent volatility is a feature of stock market. Autoregressive Conditional Heteroscedasticity (ARCH) model is often used to forecast the variance of the benefit of financial capitals.
16. In this paper, a new model-transmissibility function model with conditional heteroscedasticity is proposed, and its conditions as well as the fitting and forecasting effect have been studied.
17. As in ordinary regression models, the problem of the heteroscedasticity test still exists in nonlinear models with correlated errors, but, the test for correlation also needs to be considered.
和普通的非线性回归模型一样，具有相关误差的非线性模型也存在异方差检验问题，但通常还要检验相关性。
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18. However, in practice many parameters do not satisfy those hypothesized distribution. In order to handle the defect of normal heteroscedasticity testing means, we pose a new mean, that is runs test.
但实际研究中往往有很多参数不服从假设的分布，针对这一以往方法的缺陷，提出了异方差的游程检验方法。
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19. According to previous research results, the article proposed a set of variable-weighting function theory, and researched on different heteroscedasticity of group data by variable-weighting function.
根据前人的研究成果，文章提出非定式权函数理论，并以非定式权函数对不同异方差性的分组数据开展研究。
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20. According to previous research results, the article proposed a set of variable-weighting function theory, and researched on different heteroscedasticity of group data by variable-weighting function.
