stochastic volatility model
基本解釋
- [經(jīng)濟(jì)學(xué)]隨機(jī)波動率模型
- [電子、通信與自動控制技術(shù)]隨機(jī)波動模型
英漢例句
- Aimed at this case, this paper try to construct a simple stochastic volatility model— volatility following a finite Markov chain.
針對這種情況,本文試圖建立一種比較簡單的隨機(jī)波動率模型—— 波動率服從有限馬氏鏈的模型。 - The author further compares the ASVJD model with the Geometric Brownian model, CKLS model, Geometric Brownian with Jump model and the Affine Stochastic Volatility model in demonstration.
同時,分別將其與幾何布朗運(yùn)動模型、CKLS模型、帶跳躍的幾何布朗運(yùn)動模型和仿射隨機(jī)波動模型進(jìn)行了比較研究。 - Empirical results on Chinese stock market indicate that stochastic volatility model based on the two index outperforms those based on one index in capturing volatility character and market risk.
利用中國股市數(shù)據(jù)進(jìn)行的實(shí)證結(jié)果表明,與單測度指標(biāo)的隨機(jī)波動率模型相比,基于兩個測度指標(biāo)的隨機(jī)波動率模型能更好地描述股票市場波動率和市場波動風(fēng)險。
雙語例句
詞組短語
- stochastic volatility sv model 隨機(jī)波動模型
- Nonlinear Stochastic Volatility Model 非線性隨機(jī)波動模型
- vector stochastic volatility model 向量隨機(jī)波動模型
- Stochastic Volatility Model with Jumps 率模型
- long memory stochastic volatility model 長記憶隨機(jī)波動模型
短語
專業(yè)釋義
- 隨機(jī)波動率模型
- 隨機(jī)波動模型