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.
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