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- Keywords ACD model;failure rate function;random process; ACD模型;失效率函数;随机过程;
- New development directions of ACD model are discussed based on the results. 最后展望了该模型的发展方向。
- In the fourth chapter,we put forward basic ACD model and extended ACD models. 第四章主要介绍Engle and Russell(1998)提出的基本的ACD模型,在已有模型基础上又讨论了LOG-ACD模型、TACD模型和FIACD模型,以及这些模型在哪些方面对ACD模型进行了改进。
- Thirdly, I will introduce the ACD model and the raw data I will use in this paper. 样本数据为每只股票这4个月每个交易日的分笔交易数据。
- We research SCD model, which is an important extend of ACD model, compare the statistical properties with ACD model deeply. 研究了ACD的一种重要扩展模型: SCD模型的统计特征,如高阶矩的存在条件以及自相关函数的性质,并将其与ACD模型进行了比较。
- Research based on combination of high frequency data with Auto-regressive Conditional Duration (ACD) Model shows that ACD model can successfully describe the intensity of bargaining arrival. 摘要结合高频数据和自回归条件持续性(ACD)模型进行的研究表明:在中国市场,自回归条件持续性模型可以成功用来衡量交易到达的强度。
- The paper studies the modeling of ultra-high-frequency time series, then through constructing the ACD model and UHF-GARCH model of index and single stock data in Shanghai Stock Market, the chapter researches its market microstructure. 主要研究了超高频时间序列的建模问题,通过对上海股市的指数和个股的超高频时间序列建立 ACD 模型和 UHF-GARCH 模型,研究了上海股市的微观结构;
- the nonparametric additive ACD model 非参数可加ACD模型
- Dynamic ACD Model of Measuring Liquidity of Stock Market 股票市场的流动性度量的动态ACD模型
- Nonparametric ACD Model and It's Empirical Study on Stock Market in China 非参数ACD模型及其在中国股票市场的实证研究
- A Test on Nonparametric Specification with Extensive ACD Model Based on the High Frequency Data of Financial Market 基于金融高频数据的ACD模型非参数设定检验
- Keywords: fractography, brittle material, failure mode, model rock. 关键词:裂形学、脆性材料、破裂模式、人工岩石。
- Keywords: GPRS; GPS; GIS; Protocol; Design?? 关键词:通用分组无线业务;全球定位系统;地理信息系统;协议;设计??
- Make bulk changes to keywords, ads, and ad groups. 批量更改关键字、广告和广告组。
- ACD model ACD模型
- Some keywords in SQL are also reserved words. SQL中的一些关键字也是保留字。
- Are reserved keywords in Office projects. 是Office项目中的保留关键字。
- Click the Keywords button at the top of the window. 点按窗口顶部的“关键词”按钮。
- nonparametric ACD model 非参数ACD模型
- Mention your keywords inside the meta tags. 梅塔内提你主题词标识。