采用变异率指标与谐波分析法研究了1978-2000年水产品年度收购价格波动的周期性。
The fluctuation circle of aquatic products price between 1978 and 2000 via ratio of variation and harmonic wave was researched.
另一方面,成交量以及波动率是期货交易所进行风险控制的重要指标,这方面的研究有助于提高风险管理水平。
On the other hand, trading volume and volatility are crucial index of risk control for future exchanges. Consequently the research in this area can help us improve the risk management.
本文引入了基于日内价格幅度与回报两个测度指标的随机波动率模型。
In this paper we propose to a stochastic volatility model based on daily returns and intra-daily high-low price range jointly.
量度期权标的资产价格波动率的变动如何影响期权价值的指标。
The measure of change in the value of the option compared with a change in volatility.
湖南经济波动实证研究以经济增长率波动为主要考察对象,所用考察指标是GDP增长率。
Positive research on Hunan's Economic Fluctuations takes the economic growth rate as the main object. The index used is the GDP growth rate.
较上季经济成长率可能会有波动,但最新的数据仍然令人鼓舞同时采取其他指标的改善。
Quarter-on-quarter growth rates can be volatile, but the latest data are nonetheless encouraging when taken alongside improvements in other indicators.
鉴于传统指标的不足,提出用另一种指标—价格波动幅度变动率来度量市场风险。
To demonstrate that the indicator we propose is a good candidate for measuring risk, we investigate empirically the statistical properties of price range volatility on Standard and Poors 500 index.
利用中国股市数据进行的实证结果表明,与单测度指标的随机波动率模型相比,基于两个测度指标的随机波动率模型能更好地描述股票市场波动率和市场波动风险。
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.
通过对股票收益率进行逐步回归和相关性分析,实证结果表明EVA指标能较好地解释股价波动和衡量公司业绩。
According to the stepwise regression to stock return rate and the correlated analysis, it is proved that the Eva index can well explain the volatility of stock price and evaluate...
股票特质波动率是公司特质风险的度量指标。
Idiosyncratic volatility is the measure of firm-specific risk.
股票特质波动率是公司特质风险的度量指标。
Idiosyncratic volatility is the measure of firm-specific risk.
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