查询词典 volatility

The results showed that the trace elements were not anomalously enriched. Zn and Cu existed in sphalerite. Cr, Pb and Cd were adsorbed by clay minerals. Ba might exist in ankerite and calcite. Ni, Mo, Co and As mainly existed in pyrite. Be and Se were combined with organics. Many trace elements were difficult to volatilize. Because of high content and volatility, Pb and Zn, are harmful to environments; Zn and Pb separately exist in sphalerite and clay minerals, so it is easy to reduce their environmental damage by washing and processing of coal.

结果表明：研究的元素没有异常富集；Zn和Cu赋存于闪锌矿中，Cr、Pb和Cd被粘土矿物吸附，Ba可能赋存于铁白云石和方解石中，Ni、Mo、Co和As主要赋存于黄铁矿中，Be和Se以有机结合态存在；研究的元素大多不易挥发，但Zn和Pb易挥发，且含量较高，环境危害较大，Zn和Pb分别赋存于闪锌矿和粘土矿物中，可通过洗选脱除减小其危害。

The Net Asset Value of the Fund may have a high volatility due to these instruments and techniques being included in its scheme property and may involve a greater degree of risk than is the case with conventional securities.

投资涉及风险。投资基金应被视为长线性质的投资，而且只适合了解所涉及之风险的投资者。投资於基金不应占投资组合重大比例。

So, we can derive an asymmetric V-form structural relation between basis and volume and volatility. This deduction coincides with the several previous empirical studies.

因此，可以推导出在基差和投机者参与度指标（如持仓量、成交量和波动率）之间存在一个不对称的 V 型结构。

" Academics, however, like to define investment "risk differently, averring that it is the relative volatility of a stock or portfolio of stocks - that is, their volatility as compared to that of a large universe of stocks.

葛拉汉在智能型投资人一书的第八章便有所解释，他引用了市场先生理论，市场先生每天都会出现在你面前，只要你愿意都可以从他那里买进或卖出你的投资，只要他老兄越沮丧，投资人拥有的机会也就越多，这是由于只要市场波动的幅度越大，一些超低的价格就更有机会会出现在一些好公司身上，很难想象这种低价的优惠会被投资人视为对其有害，对于投资人来说，你完全可以无视于他的存在或是好好地利用这种愚蠢的行为。

This technique allows our stops to move away quickly during periods of high volatility without the risk of being unnecessarily whipsawed during brief periods of low volatility.

这个方法既能让我们的止损点在市场波动性变高时迅速远离市场高点，同时又不会让我们在市场波动性暂时变小时被无谓的止损出局。

This paper is composed of four parts: the first part is the exordium and explain the developing trend of researches of exchange rate volatility, the second part introduce the data that used in this article and describe the character of the object, the third part simulate the daily exchange rate of the ShangHai Stock Composite Price Index with ARCH models, the fourth part forecast the volatility of the daily exchange rate.

全文共分为四个部分：第一部分阐述了关于收益率波动研究的发展趋势，并总结了国内外基于ARCH 模型的一些实证研究成果；第二部分介绍了本文研究所使用的数据及处理方法，并对该数据的统计特征进行描述；第三部分引入ARCH 族模型对上证指数的日收益率序列进行拟合研究，通过拟合不同的模型揭示了日收益率波动过程中条件异方差的波动特征，定量的刻画了收益率波动的不确定性；第四部分将拟合的模型应用于对收益率波动的预测，分别从定性预测和定量预测两个角度介绍ARCH 族模型的应用实例。

In part two, the empirical results indicate that the predictive ability of SGT is much better than GT、ST、t and Normal distribution. SGT can correct not only fat-tailed property, but also defects the low kurtosis of GT and t distribution. For the volatility of asset return setting, the assumption of volatility of assets price is more appropriate than Normal and asymmetric distribution which was often used.

第二部分以实证结果显示偏态一般化t分配的配适能力较一般化t分配、偏态t分配、对称t分配和常态分配为佳，亦即当金融资产报酬率存在高峰态与厚尾现象时，偏态一般化t分配不仅可以解决常态分配所无法捕捉到的厚尾现象，亦可修正一般化t分配与对称t分配无偏态的缺点，对於资产报酬率波动性之设定，比过去常使用的常态分配与对称的分配更为适当。

Basing on the results of examining the impact on price, liquidity and volatility of underlying stocks after warrant issuance, the paper concludes that:(1) the issuances of warrant has the temporary positive effects on the underlying stocks" price and the positive effects happen on the introduction day but not on the listing day.(2) The issuance of the warrants causes the underlying stocks" trading volume and amount increases and heighten their liquidity.(3) The issuance of the warrants has no impact on the system risk-β, but decreases the total risk and volatility of underlying stocks.

本文最后通过综合认购权证和认股权证发行前后标的股票价格，流动性和波动性的变化结果后，认为：(1)认股权证的发行对标的股票的价格有短暂地正的价格效应，而这种对标的股票正的价格效应发生在认股权证公告日而非上市日；(2)认股权证的发行促使标的股票的交易量和交易额的增加，提高了标的股票的流动性；(3)认股权证的发行对标的股票的系统风险即β值没有影响，但能降低标的股票的整体风险，减小标的股票的波动性。

The scatter point plots show the volatility clustering,therefore we fit the volatility of returns series by the modelling methods in Chapter 3,while fitting the conditional mean equations of returns series with ARMA(1,1) models.

日收益率的散点图显示出波动集聚特征，因此论文分别用第三章介绍建模方法拟合收益率序列的波动，同时用ARMA（1，1）模型拟合收益率序列的条件均值方程。

Extensive use of the Black/Sholes model is used to calculate implied volatility and can be reversed to investigate hypothetical changes in stock price, time until expiration and volatility.

广泛使用的Black/Sholes模式被用于考虑暗含的发展趋势并且能够被逆转过来用于假设股票价格的变动，终止时间和发展趋势。

So that more consumers can enjoy more delicious quality, technology is even better than wine.

让更多的消费者可以品尝到品质更为鲜美，工艺更为精湛的葡萄酒。

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在你最喜爱的文本编辑器中将它打开。