通过研究股票实际收益率与通货膨胀波动性之间的关系,可以判断股票市场波动和宏观经济运行之间的联系。
By studying the relationship between stock real returns and inflation, we could find the correlation between stock market volatility and macroeconomic conditions.
在此基础上利用随机波动类模型对两种收益率的波动性特征进行拟合,并对拟合优度进行分析。
Based on this we simulate the volatility features of the two kinds of yield rate time series and analyze their fitting results using the stochastic volatility models.
应用推荐