The price volatility of fund market has a characteristic of leverage effect.
基金市场的价格波动存在杠杆效应；
This paper mainly analyzes the financial leverage effect of listed companies in China.
本文分析了我国上市公司的财务杠杆效应。
Herd behavior is also the important factor that causes the leverage effect and market foam.
投资者的羊群行为是导致杠杆效应、市场泡沫的一个重要因素。
The OTC financial derivatives market has huge risk due to the information asymmetry and leverage effect.
场外金融衍生品市场由于信息不对称和杠杆效应等因素的存在，蕴含着大量的风险。
Further, ARMA-GJR-M model is obtained to reflect leverage effect of good and bad news on the volatility.
进一步还可以将其拓展为ARMA - GJR - M模型来反映金融中利空与利好消息对波动的不确定性。
The acting force of prying and pressing marks is leverage effect which is different from that of hitting marks, impact effect.
撬压痕迹与打击痕迹的作用力形式不同，分别是杠杆作用和碰撞作用。
The results showed that the daily yield of China' s stock market had obvious heteroscedasticity, volatility, aggregation, sustainability and leverage effect.
分析结果显示：我国股市日收益率具有明显的异方差性、波动性、聚集性、持续性和杠杆效应。
RMB exchange rate has a quicker response to information after the reform. The return has neither a characteristic of leverage effect nor a risk premium effect.
汇改后，人民币汇率对信息反应速度有所提高，既不存在杠杆效应，也不存在风险溢价效应。
The study of asymmetry using GJR-GARCH and EGARCH models shows that there is an asymmetric effect in stock market and the leverage effect is distinct gradually.
GJR- GARCH模型对波动的非对称性研究发现，股市存在不对称性并且杠杆效应逐渐明显。
To those who are managing money matters in the big corporations or enterprises, it is essential to have a good command of leverage effect of convertible corporate bonds.
对于运用可转换公司债券进行理财的公司而言，充分了解可转换公司债券的杠杆效应是极其必要的。
The characteristic functions of basic SV model and SV model with leverage effect are derived, an estimation (method) of SV models via empirical characteristic function is discussed in this paper.
计算基本SV模型和杠杆效应SV模型的联合特征函数，借助经验特征函数方法估计这两个SV模型。
The characteristic functions of basic SV model and SV model with leverage effect are derived, an estimation (method) of SV models via empirical characteristic function is discussed in this paper.
计算基本SV模型和杠杆效应SV模型的联合特征函数，借助经验特征函数方法估计这两个SV模型。
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