The second chapter of the thesis is to summarize and expand the financial volatility models.
第二章总结和扩展已有的金融波动模型。
Based on this we simulate the volatility features of the two kinds of yield rate time series and analyze their fitting results using the stochastic volatility models.
在此基础上利用随机波动类模型对两种收益率的波动性特征进行拟合，并对拟合优度进行分析。
Moreover, a comparison of volatility models after considering the factor of structural breaks reveals that the models can describe the feature of volatility more rigorously.
将结构突变因素加入波动率模型进行比较后，可以发现含结构突变的波动率模型能更准确地刻画波动率特征。
The Stochastic Volatility models (SV model) is a kind of time series model which can reflect fluctuation that can not be observed directly.
随机波动(SV)模型是一种重要的具有隐性波动的时间序列模型。
The volatility of load time series is analyzed, and the short-term load forecasting based on SV(Stochastic Volatility) models is presented with the consideration of the time-varying characteristics.
研究了负荷时间序列波动性，考虑方差时变特征，提出了基于随机波动（SV）模型的短期负荷预测方法。
The volatility of load time series is analyzed, and the short-term load forecasting based on SV(Stochastic Volatility) models is presented with the consideration of the time-varying characteristics.
研究了负荷时间序列波动性，考虑方差时变特征，提出了基于随机波动（SV）模型的短期负荷预测方法。
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