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自回归条件持续期模型
释义
自回归条件持续期模型
Encyclopedia
理学
风险中性测度
释
autoregressive conditional duration model,ACD
自回归条件持续期模型
把交易之间的持续期转化为一个随时间间隔变动的动态的点过程。不同的标值点过程得到不同的自回归条件持续期模型。
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categorical proposition
categorical quotient
categorical response
categorical semantics
categorical sum
categorical syllogism
categorical system of axioms
categorical theory
categorical topology
categorical variable
categoricity
categoricity in cardinality
categoricity in powers
categoricity of theories
categoricity theorem
categories
categories of art
categories of endangered species in fishery
categories of fishes
categories of mental activity
categories of play
categories of securities
categories of the understanding
categories of transportation planning
categorization
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