Whether the introduction of futures has influenced the underlying asset volatility and its characteristics is still debated both in the economics and practitioners.
期货的推出是否对其标的资产的波动性及其特性有显著影响,至今在经济学界和实践部门都有着很大的争议。
The strategy is sensitive to the manager′s risk tolerance, the asset volatility rate and the liquidity coefficient, but it is insensitive to the security excess return rate.
最优策略对管理者的风险厌恶程度、资产波动率和流动性系数较为敏感,而对证券超额收益率敏感程度较低。
Measurement and modeling of financial asset volatility is an important problem in financial theory and practice. Many ways exist to measure and model financial asset volatility.
金融资产波动率测量与建模是金融理论与实践中的一个重要课题,已经有了许多测量与建模方法。
One of the most difficult things for inexperienced investors is to stick with their asset allocation during times of volatility.
最糟糕的事情之一就是没有经验的投资者在波动时期仍然坚持自己的资产分配。
The controls failed to dampen the rupee's volatility, and failed to protect India from an asset bubble.
管制措施并未能遏制印度卢比的波动性,也未能保护印度免于经历资产泡沫。
Mr Haldane finds that both volatility and correlation between asset classes have increased in tandem with volume.
H发现震荡和资产等级间的关联随交易量同步增大。
The text presents the modern theory of intermediation, introduces asset markets and the causes of asset price volatility, and discusses the interaction of Banks and markets.
该文介绍了中介的现代理论,介绍了资产市场和资产价格波动的原因,并讨论了银行和市场的互动关系。
Volatility in the article is the variance of asset return, which varies with time going, and this is also called heteroscedasticity in Econometrics.
本文所研究的这种波动性指的是资产收益的方差随时间不断变化,这在计量经济学中称之为异方差问题。
This article is to investigate the relationship between asset prices volatility and banking system stability.
本文主要研究资产价格波动与银行系统稳定之间的关系。
The literature concerning the financial crises shows that asset price volatility and banking fragility have strong correlation.
有关金融危机的理论研究表明,资产价格波动与银行脆弱性之间存在很强的相关性。
Suppose a double variable normal distribution between the volatility of asset value, the correlation of credit quality can be derived.
假设企业资产价值波动之间的双随机正态分布,从资产价格系列估计信用质量的相关性。
Moreover, volatility is widely used in many other fields of financial economics, such as asset pricing and performance evaluation.
除此之外,波动率还在金融经济学的其它许多领域得到广泛应用,例如绩效评价、资产定价等等。
Remarkably, cortisol increased in direct correlation to implied volatility, a measure of expected future variance in asset prices.
出乎意外地的是,皮质醇上涨与用来测量预期将来资产价格变动的隐含波动率呈正相关。
Higher volatility has very important implications for equity and bond investors across asset classes.
高波动性已为跨资产类别的股票和债券投资者非常重要的意义。
The unusual volatility that has taken hold of financial markets in recent weeks, resulting in some impressive moves up in asset prices and many more harrowing declines, will be with us for a while.
核心提示:近几周金融市场的异常波动导致一些资产价格出现可观的上涨,但更多的是触目惊心的下跌。一段时间内,波动将继续存在。
The unusual volatility that has taken hold of financial markets in recent weeks, resulting in some impressive moves up in asset prices and many more harrowing declines, will be with us for a while.
近几周金融市场的异常波动导致一些资产价格出现可观的上涨,但更多的是触目惊心的下跌。一段时间内,波动将继续存在。
In the modern economy, volatility in financial asset prices in many cases becomes the primary factor on the international capital movements.
在现代经济社会,金融资产的价格波动很多情况下成为影响资本国际流动的最主要因素。
Therefore, how to estimate volatility of asset equilibrium price considering jump and market microstructure noise has important theoretical and applied value.
因此,在存在跳跃和市场噪音的条件下如何准确衡量资产均衡价格的波动性具有重要的理论和应用价值。
The expected cash flow volatility was measured by financial leverage, asset size.
预期现金流量波动性用财务杠杆、资产规模来度量。
The conclusions in the paper will benefit the deep research on volatility modeling, asset pricing and financial risk management and so on in future.
所得结论有益于对价格波动性建模、资产定价、金融风险管理等领域的深入研究。
This reaction function demonstrates that central bank should respond to output fluctuation and inflation variation, also should pay attention to asset price and exchange rate volatility.
该反应函数显示,中央银行既要应对产出和通货膨胀变化,还应该考虑资产价格和汇率波动。
Secondly, after understanding the formation of asset price volatility it will be a concrete analysis of the mechanism which based on the expected asset price fluctuations on the macroeconomics.
其次,在了解了资产价格波动的形成后将具体分析基于预期机制的资产价格波动对宏观经济的影响。
The investors mood fluctuations can help understand the volatility of asset prices, but the description for mood fluctuations is simple.
投资者的情绪波动对于理解资产价格的波动有着重要的意义,但是已有研究对情绪波动的刻画还过于简单。
The other is that the volatility is assumed to be stochastic and the price of the underlying asset is a levy process, namely we can further promote the model on the basis of the first one.
假设波动率是随机的,且资产价格服从l evy过程,即在前述模型基础上作了进一步推广。
The other is that the volatility is assumed to be stochastic and the price of the underlying asset is a levy process, namely we can further promote the model on the basis of the first one.
假设波动率是随机的,且资产价格服从l evy过程,即在前述模型基础上作了进一步推广。
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