长记忆性,long memory
1)long memory长记忆性
1.Weighted realized volatility and itslong memory and optimal frequency;赋权已实现波动及其长记忆性,最优频率选择
2.Long Memory in Returns and Volatility in China Futures Market;我国期货市场期货价格收益及波动方差的长记忆性研究
3.This indicates that the series of prices of Yangtze River electric power stock is a fractal time series and presents obviouslong memory.5,这表明长江电力股票价格序列是一个分形时间序列,呈现明显的长记忆性特征。
英文短句/例句
1.The Study of Long Memory of Chinese Stock Earnings Yield;我国股票收益率的长记忆性分析研究
2.R/S Nonlinear Analysis on the Long Memory of Chinese Stock Markets Return;中国股市收益率长记忆性R/S非线性分析
3.The Intraday Periodicity and Long-memory Characters in High-frequency Data of China Stock Market;中国股市高频数据中的周期性和长记忆性
4.The Empirical Analysis of the Long Memory Properties of Stock Market Returns and Volatilities in China;中国股市收益率与波动性长记忆性的实证研究
5.Parametric and Semiparametric Test on the Long Memory Property of Return and Its Volalitity in Stock Markets基于分整特性视角的我国股市长记忆性识别
6.FIGARCH Model and The Study of Long-term Memory on China Stock Volatility;FIGARCH模型及其对中国股市波动长记忆性研究
7.Long Memory Analysis for Time Series of Short Market Interest Rates in China;中国短期市场利率时间序列长记忆性实证研究
8.Research on the Long Memory in International Stock Returns;国际股票市场收益的长记忆性比较研究
9.The Semiparametric Test for Aggregated Effect of Long Memory Property in Stock Markets Volatility;股市波动长记忆性聚合效应的半参数检验
10.Long memory testing for Shanghai and Shenzhen stock markets based on the V/S analysis;基于分形V/S技术的沪深股市长记忆性研究
11.The Long Memory for Ultra-High Frequency Durations Series of Chinese Stock Markets;中国股市超高频持续期序列长记忆性研究
12.Research on Long Memory in International Stock Returns and Its Volatility;国际股票市场收益率和波动率的长记忆性研究
13.Long Memory and State of Market Development in Chinese Stock Markets;中国股票市场的长记忆性与市场发展状态
14.Long Memory Testing for Electric Power Stock Based on the V/S Analysis;基于分形V/S分析的电力股票长记忆性研究
15.There are two kinds of memory: short-term and long-term.有两种记忆：短时记忆和长时记忆。
16.Empirical Study of Long Memory in Chinese Stock Market;中国股票市场长期记忆性的实证研究
17.Research on the Long Memory in Chinese Stock Market Returns;中国股票市场收益的长期记忆性研究
18.Modeling Long Memory in Chinese Stock Market Volatility;中国股市波动性过程中的长期记忆性实证研究
相关短句/例句
long-term memory长记忆性
1.The results indicate that the Chinese stock markets showlong-term memory effects.针对中国股票市场的长记忆性问题,讨论了分整自回归移动平均(Auto-regressivefractionalintegratedmovingaverage,ARFIMA(p,d,q))模型中的参数估计问题,重点集中在对分整参数d的估计。
2.Lots of researches applied rescaled range(R/S)analysis,revised rescaled range and GPH methods to testing thelong-term memory in stock market.金融市场的长记忆性问题研究一直吸引着众多研究者的目光,但是期货作为一种金融衍生工具,其长记忆性的研究相对于股票来说却很少。
3.We present thelong-term memory of the Shanghai Stock Market Comprising Index series during the two segments and the anti-persistence of daily trading volume series in Shanghai stock market during the first segment by computing.通过计算Hurst指数,验证了上证指数的长记忆性的存在性,以及日交易量在股市涨跌幅限制政策实施之前的反持续性的存在性。
3)long memory characteristics长记忆性
4)long memory长期记忆性
1.Research on the Long Memory in Chinese Stock Market Returns;中国股票市场收益的长期记忆性研究
2.Research on commonlong memory between trading volume and volatility in Chinese stock market;中国股市波动性与成交量共同的长期记忆性研究
3.Previous studies indicate that the volatility process of financial market has a distinctivelong memory.已有研究结果表明金融市场波动过程具有显著的长期记忆性。
5)long-term memory长期记忆性
1.Thelong-term memory of HongKong Hang Sheng index using MRS analysis was studied,established ARFIMA model for it,and detailed the procedure of fractional differencing.采用MRS分析法对香港恒生指数周数据序列的长期记忆性进行研究,并建立ARFIMA模型,推导了分数阶差分的计算过程。
2.In this paper,we utilize rescaled range analysis and modified rescaled range analysis to test the return series of Shanghai stock exchange for Long-term memory.本文以上证指数周收益率为研究对象,分别采用重标极差分析法和修正重标极差分析法,通过计算V统计量的值对其进行长期记忆性的检验。
3.EMH by the failure to includelong-term memory is one of the important characteristics of FMH.EMH所未能包含的长期记忆性，就是FMH的重要特征之一。
6)Dual Long-memory双长记忆性
1.Research on the Leverage Effect andDual Long-memory of Official and Black Exchange Rate in China中国官方汇率与黑市汇率的杆杠效应和双长记忆性研究
延伸阅读
长时性记忆长时性记忆又称"长期记忆"。对人学习与记忆过程，根据记忆时间的长短，人为地分为三个阶段，即即刻记忆，短时性记忆和长时性记忆。短时记忆一般指对发生几分钟至1小时之内的经历的记忆，信息贮存不牢固，在短时间即可遗忘。这与反复实践有关系。如果对某一信息反复运用多次实践，这个信息则形成一个牢固的记忆，从而不因受干扰而发生忘记，则称之为"长时性记忆"。一般指24小时或48小时以前的经历的记忆，可从个人生活经历，若干年前社会重大事件和有关常识的检查来进行估计。
