To demonstrate that the indicator we propose is a good candidate for measuring risk, we investigate empirically the statistical properties of price range volatility on Standard and Poors 500 index.
鉴于传统指标的不足，提出用另一种指标—价格波动幅度变动率来度量市场风险。
To demonstrate that the indicator we propose is a good candidate for measuring risk, we investigate empirically the statistical properties of price range volatility on Standard and Poors 500 index.
鉴于传统指标的不足，提出用另一种指标—价格波动幅度变动率来度量市场风险。
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