Second part introduces the relevant research on asymmetric volatility of stock market conducted by domestic and international scholar.
第二部分介绍国内外学者对于股票市场收益率波动不对称性的相关研究。
These are estimated using asymmetric volatility, correlation and copula methods similar to those in other sections of VLAB (for econometric details see Brownlees and Engle 2010).
这些是用非对称的波动性，相互关联和在虚拟实验室其他部分相似的方法估算出来的(计量经济学详细资料见布朗利和恩格尔2010)。
The relation between behavior of traders and stock market volatility is investigated based on the information asymmetric model on the Shanghai stock market.
本文基于信息非对称模型研究了上海股市的交易行为与股价波动的关系。
To solve the higher peak and fat tail phenomenon, immediate memory and asymmetric features, this paper formulate the volatility model of exchange rate returns using the ARFIMA-EGARCH-M model.
为了解决汇率收益率波动中的“尖峰厚尾”、中期记忆和非对称特征，提出了利用ARFIMA - EGARCH - M模型建立汇率收益率波动模型。
Finally, it makes the asymmetric estimation with high-frequency data in a specific period, using the method of realized volatility and the line model.
最后，在一个具体的时间段采用高频数据对不对称性作出估计，我们应用已实现波动率的方法并用线形模型做出了估计。
My results show that there are significantly volatility, excess kurtosis and heteroskedasticity, persistence and asymmetric effect in Chinese Stock Market.
实证结果表明：我国股价波动具有尖峰厚尾特征、异方差性特征和波动的持续性和非对称特征；
My results show that there are significantly volatility, excess kurtosis and heteroskedasticity, persistence and asymmetric effect in Chinese Stock Market.
实证结果表明：我国股价波动具有尖峰厚尾特征、异方差性特征和波动的持续性和非对称特征；
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