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。

Article 144 The Government of the Hong Kong Special Administrative Region shall maintain the policy previously practised in Hong Kong in respect of subventions for non-governmental organizations in fields such as education, medicine and health, culture, art, recreation, sports, social welfare and social

第一百四十四条香港特别行政区政府保持原在香港实行的对教育、医疗卫生、文化、艺术、康乐、体育、社会福利、社会工作等方面的民间团体机构的资助政策。原在香港各资助机构任职的人员均可根据原有制度继续受聘。

Small wonder, then, that the Chinese spend more in the shop than any other group of foreign visitors do .

这样的小惊喜，使中国顾客比任何国家的人消费得更多。