与低频数据不同,高频数据通常具有“日历效应”和波动长记忆性。
Unlike low frequency data, high frequency data has the calendar effects and long memory volatility.
沪深两市波动率与交易量之间为正相关关系,且存在共同的长记忆性。
Third, the volatility and trading volume of China's stock market have a positive correlation, and there is a common long-term memory between them.
股票数据作为经济数据的一种,跟其他经济时间序列一样,具有长记忆性。
The stock data as one of economic data is the same as other economic data, is of long memory.
股票市场收益的长记忆性研究对于有效市场假说的检验有着特别重要的意义。
It is of great significance for the study of long memory in stock market returns to test the efficient market hypothesis.
这表明长江电力股票价格序列是一个分形时间序列,呈现明显的长记忆性特征。
This indicates that the series of prices of Yangtze River electric power stock is a fractal time series and presents obvious long memory.
第四章是本文的实证部分,通过数值分析得出标度与长记忆性对期权定价的影响。
Chapter IV is the empirical part, we obtain how scaling and long-range dependence affect option pricing by numerical analysis.
本文介绍了长记忆的概念,首次提出了一种与adf检验相结合的长记忆性判断方法。
In this paper, we provided the concept of long-memory. A diagnostic checking of long memory joined ADF test is given.
本文主要研究基于长记忆性的中国股票市场波动性的实证分析。股票市场充满不确定性。
This paper is an empirical study on the volatility of stock market in china-based on the long-term memory theory.
结果表明:中国股市收益率与波动性具有长记忆性,尽管收益率的长记忆性不如美国股市强;
The results show that the stock market returns and volatilities in China have long memory and persistence although they are not as strong as that of American stock market;
再利用计算机模拟股票价格收益率的分布特征,模型很好的刻画了现实证券市场中股票收益率分布的宽尾现象、长记忆性,以及累积分布中尾部收益的指数递减现象。
We investigate the fluctuation of price process in a stock market with Ising model and the mean field theory, and construct the corresponding random logarithmic price returns process.
我不喜欢电池没有卸下就直接用交流电运行电脑,只是避免电池有“记忆性”- - -我想尽量将电池的寿命维护的长一些。
I don't like to run the computer on AC power with the battery plugged in just in case the battery has a "memory" - I want to maintain the life of the battery as long as I can.
我不喜欢电池没有卸下就直接用交流电运行电脑,只是避免电池有“记忆性”- - -我想尽量将电池的寿命维护的长一些。
I don't like to run the computer on AC power with the battery plugged in just in case the battery has a "memory" - I want to maintain the life of the battery as long as I can.
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