stochastic volatility model
基本解释
- [經濟學]隨機波動率模型
- [電子、通信與自動控制技術]隨機波動模型
英汉例句
- 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，分別將其與幾何佈朗運動模型、CKLS模型、帶跳躍的幾何佈朗運動模型和倣射隨機波動模型進行了比較研究。 - 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.
利用中國股市數據進行的實証結果表明，與單測度指標的隨機波動率模型相比，基於兩個測度指標的隨機波動率模型能更好地描述股票市場波動率和市場波動風險。
雙語例句
词组短语
- stochastic volatility sv model 隨機波動模型
- Nonlinear Stochastic Volatility Model 非線性隨機波動模型
- vector stochastic volatility model 曏量隨機波動模型
- Stochastic Volatility Model with Jumps 率模型
- long memory stochastic volatility model 長記憶隨機波動模型
短語
专业释义
- 隨機波動率模型
- 隨機波動模型