查询词典 volatility

In these three processes, the volatility of the asset price is no more a constant but a deterministic function of time and asset price.

在这三种过程中，资产价格的波动度不再是一个固定的常数，而是时间与资产价格的明确函数。

At the same time, the volatility of the stock returns was found to be the determinants of the volatilities of consumer price index and exports.

同时，股票市场上的波动影响的主要是消费者价格指数和出口额的波动。

The experimental result shows: the exchange rate will follow its fundamental value in the long run; there is a contemporaneously positive correlation between the trading volume and volatility.

模拟实验结果表明，市场汇率与其基础值之间存在长期的协整关系；市场汇率的变动性与交易量呈同期正相关。

Notwithstanding continued equity and corporate bond market volatility, the U.S. household sector's balance sheet appears to have stabilized.

尽管产权和公司债务市场继续变化不定，但是美国家庭部门的资产负债表看来已经稳定了。

In particular, short rate volatility and convexity are only weakly correlated.

具体的说，短期汇率波动与短期汇率凸性之间的相关性是比较弱的。

Realized covariance matrix is a new measurement of the volatility and correlation of portfolio.

"已实现"协方差矩阵是对投资组合波动性及相关性的一种全新的度量方法。

At last, extends realized volatility based on high-frequency data to realized covariance matrix based on multivariate high-frequency data.

接着，实证研究了上海股市的"已实现"波动和调整"已实现"波动的特性，并针对调整"已实现"波动的长记忆性和"杠杠"效应建立了 ARFIMAX 模型。

Based on the high-frequency data, the realized volatility and realized covariance matrix was introduced systematically.

系统介绍基于高频交易数据的"已实现"波动率及由它拓展而来的"已实现"协方差矩阵。

The anthocyanin HPLC fingerprint of wines from the grape varieties, the fingerprint of anthocyanin HPLC and volatility component GC-MS of the wine vintages, the fingerprint of the infrared spectrum and multivariate parameter of the wine production regions were established in this dissertation. wine Fingerprints were analyzed by using identification pattern methods, and the internal regular rule and crytic character of wine fingerprint were explained,identification pattern and methodology system of the main aspects of wine quality were established in this dissertation.

本文建立了不同酿造品种葡萄酒HPLC花青素指纹图谱、不同酒龄葡萄酒HPLC花青素指纹图谱和GC–MS挥发性成分指纹图谱、不同产地葡萄酒红外光谱指纹图谱和多元参数指纹图谱，应用相似度分析、主成分分析和聚类分析识别方法，对本文所建立的指纹图谱进行了分析，揭示了指纹图谱的内部规律和隐含性质，建立了适合的识别模式及葡萄酒质量指纹图谱检测体系。

We also use numerical analyses to show that relationship between the volatility of the interest rate, default correlation parameter with interest rate, default intensity that is independent of risk-less spot interest rate and the valuation of credit linked note.

本文也进行数值分析以观察利率波动度、与利率相关之违约相关参数、不受利率影响的违约参数以及信用违约票券价值之间的关系。

There had been a moment during the breakfast meeting, though, after the backslapping and the small talk and when all of us were seated, with Vice President Cheney eating his eggs Benedict impassively and Karl Rove at the far end of the table discreetly checking his BlackBerry, that I witnessed a different side of the man.

那次早餐会期间，在表示过关心和寒暄以后，我们所有人坐了下来，我注意观察了一下，副总统切尼面无表情地吃着班尼迪克蛋（Eggs benedict，源自美国，以英式松饼、火腿、水煮蛋以及荷兰酱组合而成），卡尔。罗夫在餐桌的远端谨慎地经常查看他的黑莓手机，我目睹了他所不为人知的一面。

Talk Undelete failed; someone else may have undeleted the page first.

Talk 无法删除选定的页面或图像（它可能已经被其他人删除了）。