Asymmetric Stochastic Volatility 非对称随机波动
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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。
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