1、Stimulation Based on Autoregressive Conditional Heteroskedasticity Model───自回归条件异方差模型的模拟
2、Secondly, the logarithmic form could overcome the defect of heteroskedasticity of the conditional distribution of normal variables.───其次，对数形式，可以缓解正变量条件分布具有异方差的缺点。
3、Statistic descriptions indicate that the benefit of financial capitals in China has the characteristic of autoregressive conditional heteroskedasticity and abnormality.───我国股价指数的统计描述，表明我国金融资产收益率存在自回归条件异方差特征，并表现出非正态性。
4、results show that there are significantly volatility, excess kurtosis and heteroskedasticity, persistence and asymmetric effect in Chinese Stock Market.───结果表明：我国股价波动具有尖峰厚尾特征、异方差性特征和波动的持续性和非对称特征；
5、this paper, we extended the basic stochastic volatility models to a stochastic volatility models with ARMA (1, 1) conditional heteroskedasticity and correlated errors.───我们首先提出了一个带arma(1,1)条件异方差相关的随机波动模型，它是基本的随机波动模型的一个自然的推广。
heteroskedasticity（意思翻译）
n.异方差性
heteroskedasticity（双语使用场景）
1、Stimulation Based on Autoregressive Conditional Heteroskedasticity Model───自回归条件异方差模型的模拟
2、Secondly, the logarithmic form could overcome the defect of heteroskedasticity of the conditional distribution of normal variables.───其次，对数形式，可以缓解正变量条件分布具有异方差的缺点。
3、Statistic descriptions indicate that the benefit of financial capitals in China has the characteristic of autoregressive conditional heteroskedasticity and abnormality.───我国股价指数的统计描述，表明我国金融资产收益率存在自回归条件异方差特征，并表现出非正态性。
4、results show that there are significantly volatility, excess kurtosis and heteroskedasticity, persistence and asymmetric effect in Chinese Stock Market.───结果表明：我国股价波动具有尖峰厚尾特征、异方差性特征和波动的持续性和非对称特征；
5、this paper, we extended the basic stochastic volatility models to a stochastic volatility models with ARMA (1, 1) conditional heteroskedasticity and correlated errors.───我们首先提出了一个带arma(1,1)条件异方差相关的随机波动模型，它是基本的随机波动模型的一个自然的推广。