因此我们有必要研究股票收益具有长期依赖性及动量效应时的期权定价问题。
Therefore it is necessary for us to study the option pricing problem when the stock returns have long-range dependence and momentum effect.
本文借鉴协整的思想，并采用比协整回归更一般化的方法来研究股票之间的统计套利模型。
We adopt the idea of cointegration and apply the methods that are more generalized than cointegration regression to study the Statistical Arbitrage Models of the securities.
象研究股票和共同基金样研究债券对投资者来说是必要的，辨别债券等级将有助于识别违约风险。
It is important for investors to research a bond just as they would a stock or mutual fund. The bond rating will help in deciphering the default risk.
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