查询词典 volatility

To improve the empirical performance of the Black-Scholes model, many alternative models have been proposed to address the leptokurtic feature of the asset return distribution, and the effects of volatility clustering phenomenon.

为了改进Black-Scholes模式的实证现象，许多其他的模型被建议有leptokurtic特性以及波动度聚集的现象。

We employ quarterly data on industrial output, indicators of stock market liquidly, stock market volatility, and banking development during 1986:1-2003:3. We found that the Granger causality between output and financial development variables differ significantly among different knowledge intensity industries.

实证方法上，采用Johansen(1992，1995)之最大概似估计法(maximum likelihood estimate， MLE)来检定变数间是否存在共整合关系；若变数间存在共整合关系，则可以向量误差修正模型(vector error correction model，VECM)为基础，据以探讨金融发展与不同知识密度产业经济成长之因果关系。

Market volatility has led private-equity firms to cancel several IPOs this year, among them New Look and Matalan, two British retailers, and Travelport, an American travel company.

今年的市场波动已导致私募企业取消了几起首次公募的计划，这其中就包括英国两大时装零售商纽路客玛塔兰郊区商店以及美国一旅行公司旅行站。

It is very important to mensurate the volatility spillover for the dynamic investment portfolio and risk management.

对于动态投资组合与风险管理来说，测定波动溢出效应是非常重要的。

Metalorganic precursor with suitable volatility and reactor by carefully designed are important to realize the MOCVD growth in industry.

具有合适的MO源和设计合理的反应器是实现MOCVD技术的首要条件。

High volatility enabling rapid reacidification with all the risks that it entails : flocculation, coagulation, attack or corrosion of packages, etc.

2-高挥发性可能导致的快速反应带来絮凝、凝结、对包装袋的侵蚀，等等

Considering a financial market with risky stocks and riskless bond, we describe the stochastic model of stocks prices with stochastic volatility .

在考虑一个带有股票和债券的金融市场后，建立了具随机波动率的股票价格的随机微分方程模型。

With volatility spiking, the University of Michigan's survey reading of consumer sentiment has been plunging.

密歇根大学University of Michigan）的调查显示，随着股票市场的频繁波动，消费者的情绪受到了很大的打击。

The empirical result indicates that the performance of the Hemler and Longstaff model that incorporates stochastic interest rates and stochastic volatility is the best, followed by the Ramaswamy and Sundaresan model and then the cost of carry model.

本文实证结果发现，同时考量随机利率及承机波动性的Hemler and Longstaff模式连用在TAIFEX期货与SGX－DT期货的定价，均优於与他两种模式。

Teck said the combined company would have the advantage of a diversified base, reducing earnings and cash flow volatility.

特克-科明科公司表示，合并后的公司将拥有多样化业务的优势，并能够减少收益和现金流方面的波动性。

It has been put forward that there exists single Ball point and double Ball points on the symmetrical connecting-rod curves of equilateral mechanisms.

从鲍尔点的形成原理出发，分析对称连杆曲线上鲍尔点的产生条件，提出等边机构的对称连杆曲线上有单鲍尔点和双鲍尔点。

The factory affiliated to the Group primarily manufactures multiple-purpose pincers, baking kits, knives, scissors, kitchenware, gardening tools and beauty care kits as well as other hardware tools, the annual production value of which reaches US$ 30 million dollars.

集团所属工厂主要生产多用钳、烤具、刀具、剪刀、厨具、花园工具、美容套等五金产品，年生产总值3000万美元，产品价廉物美、选料上乘、质量保证，深受国内外客户的青睐