查询词典 volatility

The main research contents are the modeling of price or returns series and correspondent volatility and risk. The main contents of this course include: modeling of single stationary time series and single non-stationary time series, non-linear modeling of single series, cointegration and vector autoregression modeling, etc.

适用于低频和高频数据；分为时域分析、谱域分析和回归分析集中分析方法；主要研究内容为价格或收益序列的建模，以及相应的波动性或风险的建模；主要内容分为单个平稳时间序列的建模、单个非平稳序列的建模、单个序列的非线性建模、协整和向量自回归建模等等。

The problem of pricing American options using the quadratic approximation method with stochastic volatility and jumps is considered in the second part of the thesis.

而论文的第二个部分是研究随机波动模型如何扩展到美式选择权上的应用，考虑在可能提早履约的情境下，标的物之随机波动性与代表突发冲击事件之跳跃模式，如何来影响提早履约溢酬的问题。

The third chapter study on the dynamic correlation multivariate stochastic volatility dynamic hedging theory model.

第四章是对基于DC-MSV的动态套期保值模型进行实证，并与三种常用模型进行对比研究。

So, research of stochastic volatility model has important theoretical and practical meaning.

因此研究随机波动模型具有重要的理论和实践意义。

In this paper, the author systematically studies the inference of stochastic volatility model.

本文系统的研究了基于MCMC模拟方法的基本随机波动模型和非对称随机波动模型的推断问题。

I used to think that the stop-loss could be minimal and that high volatility would offer hundreds of entry points.

过去，我总是认为止损的亏损是很小的，波动剧烈的市场会给我提供上百个进场点。

This paper examines whether or not stock return responds asymmetrically to monetary policy shocks. We use over-night rate volatility to measure monetary policy and apply Component-GARCH-Constant Jump and ARJI-Trend model to capture expected and unexpected effects of government's monetary policy on the stock return in American, Canada, Japan, and Britain. Considering the non-normality features of these assets returns, this paper use skewed student t distribution to estimate the relationship between the permanent and transitory components of the conditional variance and the frequency and intensity of jump of stock return.

本文探讨货币政策对於股市报酬之影响，选取货币政策代理变数－金融业隔夜拆款利率在分别采用Component-GARCH-Constant Jump与ARJI-Trend模型，并同时考量报酬率呈现非常态之特性，因此采用偏态t分配(skewed student t-distribution)进行估计条件变异数的恒常与移转部份及跳跃机率与跳跃频率，以捕捉政府实施预期及非预期的货币政策对股市报酬的影响，分析在预期及非预期的货币政策冲击下对股市的影响是否存在不同之效果。

The IISI Executive Committee reviewed the forecasts at its meeting in Berlin and commenting John Surma Chairman IISI said Although global economic risks have increased, the IISI forecast assumes that the recent credit market volatility will not move the US economy into recession.

虽然全球经济风险在增大，但国际钢铁协会本次预测中，并没有假设近期的信贷市场动荡会令美国经济陷入衰退。

In the temperature range 70~190℃, the volatility characteristics of the mainly used solvents and the mixed solutions, as well as the terpineol ethyl cellulose solution which as the organic vehicle were determined by the loss after being kept at a fixed temperature for twenty minutes.

用恒温失重方法研究了70~190℃范围内，电子浆料常用松油醇乙基纤维素体系有机载体和主要溶剂的挥发特性，得到了其在一定温度下保温20 min 的挥发量数据和适合制作电子浆料的有机载体配方。

Especially after primary distillation, the high volatile components of 1-decanol and α-terpineol, which were of the highest relative conten t, were remarkably declined, even could not be found. The volatile constituents were also lost after rectification. Some constituents with weak volatility were lost because of the excipient, cosolvent and filtration.

特别是经初馏后，原药材中两种相对含量最高的强挥发性成分1-癸醇和α-萜品醇在初馏液中含量明显下降，甚至检测不到；重蒸馏过程也使挥发性成分受到破坏；辅料、助溶剂等的加入和滤过环节使挥发性较弱的成分也在一定程度上受到损失。

I had a lovely dog named PiPi, he was one of my best friends.

我曾经有过一只小狗，它的名字叫皮皮，它很善良，它是我最忠实的朋友。

Newly ovulated mouse oocytes were cultured in the CZB medium supplemented with different concentrations of pyruvate before treated for activation or assayed for MPF activity.

我们猜测卵母细胞在不含丙酮酸的条件下老化的更快，并且卵丘细胞可能通过消耗不含葡萄糖的CZB中的丙酮酸从而促进卵母细胞老化。