查询词典 volatility

Secondly, we choose the proportion of shares held by institutions as dependent variable, and we use log of the total asset, volatility, beta, Jensen Index, debt-to-asset ratio, dividend yield, turnover ratio, years listed in exchange and HS300 Index dummy as explanatory variables. Then we set up a multiple regression model. Finally, we use the cross-sectional data from the end of 2006 to the end of 2007Q3 to test the relationship between the explanatory variables and the proportion held by institutions.

具体方法如下：首先，在已有研究成果的基础上，对我国机构投资者的审慎性持股偏好提出了两个假设；其次，以机构持股占个股流通盘的比例为因变量，以公司的总资产对数值、波动率、贝塔值、Jensen指标、资产负债率、股息率、年度换手率、上市年限为解释变量，并在引入沪深300虚拟变量后，建立了多元线性回归模型；最后，采用我国证券市场迎来历史性大牛市、机构投资者发展最为迅猛的2006年末-2007年3季末的四个横截面数据，对各解释变量与机构持股比例之间的关系进行了实证检验。

The thesis, which is a systemic study on interest rate risk measurement of Chinese commercial bank, quantitates accurately Chinese commercial bank interest rate volatility with VaR model based on GARCH(1,1) family model and will be a good reference for Chinese commercial bank to establish effective interest rate risk management system.

本文是对我国商业银行利率风险测度的系统研究，通过使用基于GARCH(1，1)族模型的VaR方法使商业银行的利率波动得到精确的估计，有利于我国商业银行建立有效的利率风险管理体系。

Finally, the fitness of Garman-Klass model and High-Low model estimators are twice efficient than historical volatility estimator.

最后我们发现，Garman-Klass 模式与高/低价模式之配适度约高出历史波动性估计式一倍左右。

That volatility is emblematic of the risk in this cohort of funds.

这种波动性代表了这类基金中存在的风险。

Monday's trading was emblematic of the market's recent volatility.

周一的行情再度成为了市场近期波动的一个有力证据。

To be able to calculate the volatility of the spread, we must equalize the volatilities of the individual options.

为了能够计算出波动的传播，我们必须平衡波动的个人选择。

In the third part, the model and method for estimating volatility are discussed.

第三部分简要地介绍波动率估计中所用的模型和估计方法。

In this paper, our purpose is to discuss the integrated method in the estimation of volatility.

在本文中，我们的目的是在波动率估计中讨论组合方法。

Because the property market value and the volatility of property market are difficult to estimate, so it is unable to forecast the default probabilities directly by using the estimative variables.

再根据中华信用评等所提供的等级资料针对台湾的上市柜公司进行不同信用评等违约机率的估计与比较。

There are totally five chapters in the paper. Chapter 1 is the introduc-tion,and extreme value theory and methods and modelling for returns fat tails are introduced systematically in Chapter 2.This chapter also presents mean excess function and de Haan's moment estimate to decide on the reasonable exceedance threshold. Chapter 3 describes in detail non-linear time series mod-els such as GARCH models and the corresponding statistical inferences,and it also gives modelling and statistical analysis methods for returns series. Chap-ter 4 uses the models in Chapter 2 to analyzes the daily returns for Shanghai complex index and Shenzhen complex index in the Shanghai and Shenzhen stock markets. Chapter 5 applies the models in Chapter 3 to the volatility analysis of the two stock indices returns.

论文总共五章：第一章是引言部分；第二章系统介绍了极值理论方法和收益率厚尾的建模方法，给出了平均剩余函数法和de Haan矩估计相结合的方法确定合理的超越门限；第三章详细论述了非线性时间序列模型GARCH类模型及其统计推断，并且给出了收益率时间序列波动的建模和统计分析方法；第四章利用第二章的模型对国内沪深两市大盘指数上证综指和深证综指日收益率数据分布的厚尾进行了实证分析；第五章将第三章的模型应用到两个股指日收益率时间序列的波动分析。

If you were not , and OS X just booted normally, have no fear.

如果你没有，和OS X刚刚启动通常，没有恐惧。

I only want to preserve our all .

我只想保存好我们的一切