查询词典 volatility

VIX is the best estimator, since the VIX estimates expected volatility from the prices of stock index options in a wide range of strike prices, not just at-the-money strikes as in the implied volatility.

预测绩效最佳的是VIX指数，VIX指数是以所有价外合约之买、卖权计算，更能反应整体选择权市场对於真实波动度的预期。

The paper researched volatility of heavy metals and SO3, Cl in fly ash at high temperature and made a dynamic detection for decompound and volatility of substance of fly ash in calefactive process by Thermal Gravity, Differential Thermal Analysis and Infrared Absorption Spectrometry.

本文对在高温下飞灰中的重金属和SO3、Cl的挥发情况进行了研究，并采用动态热重-红外-差热分析对飞灰在升温过程中，物质的分解挥发情况进行了动态跟踪。

In order to capture the volatility-clustering phenomenon of financial asset return, we use AR(1)-GARCH(1,1) model to describe the volatility of financial asset return. Then assume different residual distribution and use the GPD method of extreme value theory to residual term to estimate one-day VaR of financial asset loss.

而为了捕捉金融资产报酬所呈现出的波动丛聚现象，因此我们以AR（1）-GARCH（1，1）模型捕捉波动起伏，并考虑不同之标准化残差项分配和对标准化残差项利用极值理论GPD法去估算金融资产损失率之一日风险值。

In financial mathematics, the implied volatility of an Option contract is the volatility implied by the market price of the option based on an option pricing model.

在金融数学里，一个期权和约的隐含波动性是根据期权定价模型由市场价格所暗示的波动性。

In previous research papers, the research on volatility persistence and volatility copersistence is based on low-frequency data.

目前文献中对金融波动持续性和协同持续性的研究都是以低频金融数据为研究对象的。

The call for flexibility in last September's Group of Seven (G-7) communiqué caused the volatility implied by option contracts on the yen to rise temporarily (Figures 2.12 and 2.13). The February 2004 G-7 communiqué highlighting the undesirability of excess volatility helped to dampen volatility expectations.

去年9月份的七国集团（G--7）公报呼吁灵活性，造成日元期权交易暂时上升所隐含的波动。2004年2月份强调过度波动不可取的七国集团公报，有助于阻抑各种对波动的预期。

It is foun d that the implied volatility of Hang Seng index options is strongly mean r everting, so assuming the market efficiency hypothesis and Black Scholes mod el are right, the implied volatility on a larger maturity option should move by less than the change of the implied volatility on a shorter maturity option.

实证分析表明期权的隐含波动率具有很强的&中心回复&特性，那么，在有效市场假设和Black Scholes期权定价模型正确性的前提之下，当一个期限较短的期权的隐含波动率发生变动时，另一个其他方面与之完全相同，但期限较长的期权，其隐含波动率的变动幅度应小于前一个期权隐含波动率的变动幅度。

By conditional heteroscedasticity model and stochastic volatility model, the author analyzes the characteristics of peaked kurtosis and fat tails distributing in the series of the return of stock index, discusses the asymmetry and long-memory effect of the volatility process, and studies the information-driving process of volatility in stock market by using the decomposed trade volume as the agent variable of information.

先后运用条件异方差模型、随机波动模型等捕捉股指收益序列分布的尖峰厚尾特征，进而研究了波动过程的不对称性、长记忆效应等，并以经过分解的交易量作为信息的代理变量，研究股市波动的信息驱动过程。

In this paper,we will analyze volatility of stock market in our country through heavy-tailed stochastic volatility model and leverage effect stochastic volatility model.

为克服上述缺陷，本文利用厚尾SV模型和杠杆SV模型对我国股市的波动性进行分析研究。

The first chapter of the thesis topics background analysis, a comprehensive grasp of the relevant literature, in-depth study of the question for laid a solid foundation; Chapter II from the perspective of China"s securities market, in-depth study of the volatility in the securities markets; Chapter III from Marcovitz portfolio theory, the capital asset pricing model and the arbitrage pricing theory systematic comparison, in-depth study of the International Securities Market Association theoretical basis, and then focus on the quantitative study of China"s emerging stock markets and the relevance of the surrounding market; this chapter use GARCH model family, pulse function, VAR model, market-related parameters , a smooth test, cointegration test, Granger causality test methods measure the volatility in the securities markets and the correlation with the degree of peripheral markets; Chapter IV in the face of China"s securities market volatility and market linkages with neighboring under the influence of the Chinese securities market from the current state of development of expounding China"s Permit Certificates of inevitability of the international market, Chinas securities market and to avoid the risk of the corresponding policy recommendations.

第一章系统分析论文的选题背景，全面掌握了相关的文献，为深入研究本问题奠定了坚实的基础；第二章从我国股票市场自身角度出发，深入研究我国股票市场的波动特性；第三章从马科维茨资产组合理论出发，对资本资产定价模型和套利定价理论进行系统比较分析，深入探讨了国际股票市场关联的理论，随后着重定量研究了我国新兴股票市场与周边市场的关联性；本章使用市场相关参数、平稳性检验、协整检验、Granger因果检验等计量方法测度了我国股票市场波动及与周边市场的关联程度；第四章基于我国股票市场波动及与周边市场的关联影响，从我国股票市场目前发展状况出发，阐述了我国股票市场国际化的必然性，并为我国股票市场的风险规避提出了相应的政策建议。

In the United States, chronic alcoholism and hepatitis C are the most common ones.

在美国，慢性酒精中毒，肝炎是最常见的。

If you have any questions, you can contact me anytime.

如果有任何问题，你可以随时联系我。