虚拟变量

引入虚拟变量对金融数学中的套利定价模型（APT）进行了改进，然后利用改进前与改进后的模型分别对我国深圳股市作了实证检验。

This paper deals with model improvement by quoting dummy variable . then , we do experimental test about Shenzhen stock market in APT model .

本文通过构建GARCH（1,1）模型并在此模型的条件方差方程中加入虚拟变量Dt来考察印花税调整对股市波动性的长期影响。

We examine the long-term impact by building the GARCH ( 1,1 ) model and adding the dummy variable Dt in the conditional variance equation .

文中公司高管的政治关系我们采用虚拟变量PC来表示，若有政治关系PC取值为1，否则为0。

The company executives political relationship we use virtual variable to say , if has the political relation PC value is 1 , otherwise is 0 .

采用的虚拟变量回归模型有两种主要形式，一是简单线性回归模型，另一个是GARCH模型。

Two main forms of virtual variable regression model is used in this paper , one simple linear regression model , the other is GARCH model .

为了进一步验证我们的结论，我们引入GARCH模型和加入虚拟变量的GARCH模型，GARCH检验的结果表明在60分钟数据下，沪深300股指期货的推出对股票市场的波动性影响并不显著。

The results of GARCH test show that the data of 60 minutes , the Shanghai and Shenzhen 300 index futures on the stock market volatility is not significant .

同时对GARCH模型进行修正，通过引入虚拟变量ω反映股指期货上市前后市场价格波动的变化程度。

Then we amend the GARCH model innovatively through the introduction of virtual variables w in order to find out how the stock index futures influence price volatility of stock spot market .

而本研究首先使用chow检验判断该时点处是否发生显著地结构突变，若发生则在模型中加入相应的虚拟变量。

But this research uses chow test to judge if a structure mutation has occurred in the first place . If it occurred , adds the corresponding dummy variable into the model .

在采用Tobit回归控制了其它对效率的影响因素如医院的特征，信息系统普及度，级别和地区虚拟变量之后，这种差别依然显著。

Tobit regression controls other factors ' impact on the efficiency such as the characteristics of the hospital information system popularity , level and regional dummies , this difference is still significant .

通过异常报酬率显著性检验，收益率均值与方差齐性检验，市场模型，以及含虚拟变量的GARCH模型，和回归模型量化蝶式权证对标的股票的影响。

Through the reward abnormal significant test , mean value of yield and the average of homogeneity of variance test , market model , and with virtual variables GARCH model , and regression model to quantify butterfly warrants on the underlying security influences .

再对GARCH模型进行修正，引入虚拟变量ω，通过对虚拟变量ω的赋值界定样本数据的时间特征，虚拟变量ω的系数λ则反映股指期货上市后现货市场价格波动的变化程度。

Then the article modify GARCH model and introduce dummy variable ω, the assignment by dummy variables ω defined in the time features of the sample data , the coefficient λ of dummy variable ω reflects the volatility of spot market price after the listing of stock index futures .

其次，在CCK校正模型的基础上引入虚拟变量Dt，建立虚拟变量模型，以检验基金与股市整体羊群行为的显著程度是否相同，从而证明基金羊群行为能否引起股市整体价格的波动。

Then , it inserts dummy variable Dt in CCK adjusted model to testify whether herd behavior of funds and that of the whole stock market are the same in scale to prove whether herd behavior of funds makes stock prices fluctuate in the whole stock market .

通过在GARCH模型中加入虚拟变量进行研究，发现解禁事件对收益率的波动在短期内产生了较为显著的正效应，即加剧了短期波动性，而在长期内对波动性的影响并不显著。

By adding a virtual variable into the GARCH model , we could find that the event of release caused a significant positive effect on stock market volatility in short-term , it means that short-term volatility intensified , but in the long term the influence of volatility is not significant .

第三部分将中国证券市场个股日内高频跳跃发生时刻作为虚拟变量，对MRR模型进行了扩展和改进，通过Jump-MRR模型研究了资产价格跳跃对于市场交易行为的影响过程。

The third section employed the high-frequency stocks jump moment of the Chinese stock market as dummy variables to extend the MRR model , then based the Jump-MRR model researched the impaction process of asset prices jump on the market trading behavior .

再次，通过计量经济学中的邹检验（Chow-test）、虚拟变量检验等方法判断了感知成本这一调节变量的调节效应的存在，且相关分析表明感知成本与在线评论行为呈现出负相关的关系。

Again , through econometrics Chow-test , the dummy variable inspection to determine the effect of the presence of manipulated variable adjustment of the perceived cost , and correlation analysis showed that the perceived cost and the online reviews of behavior showing a negative correlation relationship .

基于虚拟变量的分段回归探寻相对稳定点

Evaluating relatively stable points by dividing-into-group regression based on dummy variables

虚拟变量在日用电量预测中的应用

Application of Dummy Variables on Forecasting of Daily Power Consumption

虚拟变量法求抗震结构的变形能力可靠度

Fictitious Variable Method to Calculate the Deformation Capacity Reliability of Aseismatic Structures

大部分背景变量，本文使用了虚拟变量。

Most of the background variables , we use a dummy variable .

含非正态随机参数结构可靠度的虚拟变量算法

Pseudo variables algorithm for structural reliability evaluated non-normal properties

考虑定性因素影响，为模型引入虚拟变量。

Considering immeasurable factors , we introduced dummy variables .

机械可靠性设计的虚拟变量算法

A Pseudo Variable Method for Mechanical Reliability Design

介绍了带虚拟变量的灰色预测模型的建模原理及方法；

The principle and method of grey predictive model with categorical variable is introduced .

中国粮食产量虚拟变量模型研究

Visional Variable Model of Grain Yield in China

运用虚拟变量改变回归直线的截距、斜率；

Also , it can change the intercept and slope of the regression line .

结构可靠度的虚拟变量算法

The Pseudo Variables Algorithm for Structural Reliability

将虚拟变量引入修正模型，再次进行回归检验。

So , it introduced a mute variable into the revised model to examine again .

将状态变量转化成虚拟变量后，运用逐步回归技术进行因素的回归分析。

The stepwise regress technology was applied to analyze the factors after virtualization of status variables .

建立带有虚拟变量的多元回归方程，同时考虑了影响居民电力需求的经济因素和非经济因素，定量描述了非经济因素（例如气候、生活习惯、消费习惯）对居民用电的影响。

By setting up dummy variable regression equation , the effect of non-economy factors is analyzed quantitatively .

为了探讨次贷危机、欧债危机对我国出口贸易是否有显著性影响，加入两个虚拟变量进行分析。

In order to study the effects of the subprime crisis , join two dummy variables for analysis .

虚拟变量模型在油田钻井类物资需求预测中的应用

The Application of Virtual Variables Model in the Forecasting of Material Demand and Supply in Oil Field Drilling