By FFF regression of Andersen and Bollerslev ( 1997), we analysis the periodicity of Shanghai stock index 5-min high frequency data and the long memory characters in filtered absolute returns.

  • 采用Andersen和Bollerslev(1997)的FFF回归方法,对上证综合指数高频数据中的周期性进行了分析,并分析了剔除周期后的绝对收益的长记忆性。
  • 来源:互联网摘选更新时间:2025-01-20 12:53:59

  • 重点词汇
  • charactersn.[计] 字符;(令人讨厌的或古怪的)人( character的名词复数 );特征;品质;人物;
  • regressionn.衰退;(尤指因催眠或精神疾患,或为逃避目前忧虑)回到从前;回归;(统计学) 回归;
  • memoryn.记忆力;回忆;存储器;怀念;
  • andersenn.安徒生;
  • filteredv.透过( filter的过去式和过去分词 );(光或声)渗入;缓行;(交通指示灯处的交通)仅可左转行驶;
  • longadv.长时间地;很久地;(多)长(时间);始终;
  • inprep. 在里面;在(某范围或空间内的)某一点;在(某物的形体或范围)中;在…内;在…中;进入
  • returnsn.回复( return的名词复数 );利润;偿还;
  • datan.数据;资料;材料;(储存在计算机中的)数据资料
  • 相关例句
1、

The appraisal of FFF electrical method used in gold mine

电法在金矿评价中的应用效果

互联网摘选

2、

FFF is more sensitive to fatigue as assessed indicators, which shows special fatigue on freestyle aerial is central nervous system fatigue.

闪光融合率较为敏感,可以作为评定疲劳的指标,同时也说明自由式滑雪空中技巧的专项疲劳主要是中枢神经系统的疲劳。

互联网摘选

3、

The paper proposes application of Wavelet Neural Network in high-frequency time series calendar effects' study. At last, the paper proves that WNN is better than classical FFF regression.

提出了用小波神经网络(WNN)来定量研究高频金融时间序列日历效应,通过比较发现WNN是比弹性傅立叶形式(FFF)回归技术更具优势的方法。

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4、

Then, use the gotten LFM rate to remove the signal's LFM. And then apply FFF to the signal whose LFM was removed to get the original frequency of each component.

然后利用识别出的线性调频率对信号进行解线调,再对解线调后的信号进行FFT来识别每个LFM信号分量的初始频率。

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5、

They are especially common in cosmetics shops or health stores, which almost always have a ladyboy shop assistant.

她们在化妆品商店、药店特别常见,这类商店几乎都有一位变性人妖助理。

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6、

The airline said qualifications for the ladyboy flight attendants were the same as for female flight attendants, with the additional provisos that they be like women in how they walked and talked, and have a feminine voice.

该航空公司表示,人妖空姐的职位要求和普通女性空姐一样,附加条件是走路和说话的方式要像女生,嗓音也要像女生。

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7、

Chan, the airline president, said the ladyboy flight attendants actually might have a special advantage.

航空公司总裁陈彼得说,“人妖空姐”其实也许还有优势。

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8、

She is the most beautiful and perfect ladyboy in Thailand.

她是泰国最完美的变性女孩。

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9、

Then you have a spot a week, a spot a fortnight.

同样还有现货/一星期, 现货/二星期.

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10、

Please offer any quantity that can be supplied from stock.

请报可供现货数量的价格.

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11、

Yes, we have available stocks.

有, 我们有一些现货.

词典精选例句

12、

Pollen tube entered the embryo sac via one synergid and in it released two sperms.

花粉管经由一个助细胞进入胚囊,并在助细胞中释放两个精子.

期刊摘选

13、

Wall ingrowths occurred in central cell at micropylar region near embryo sac wall.

中央细胞在珠孔端与胚囊壁相邻的部位形成壁内突.

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14、

Several live worms were found in his conjunctiva sac.

后来在门诊中发现结膜囊里有数只活寄生虫.

期刊摘选

15、

OMNEX is the only company authorized to deliver training for the Semiconductor Assembly Council ( SAC ).

OMNEX是唯一的公司授权了交付为半导体训练汇编委员会 ( 囊 ).

期刊摘选

16、

Conclusion : Lacrimal sac tumors are rare.

接下来两年多的追踪,肿瘤没有再复岭.

期刊摘选

17、

The lungs consist of millions of tiny air sacs.

肺由数百万个小气囊组成。

《柯林斯高阶英汉双解学习词典》

18、

He speaks that he had better hurry up.

他说他最好快一点.

词典精选例句

19、

Hurry up, or we'll be late.

快一点, 不然我们要迟到了.

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20、

Can you walk a little fast a bit?

你能不能稍微走得快一点?

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