Previous studies indicate that the volatility process of financial market has a distinctive long memory.
已有研究结果表明金融市场波动过程具有显著的长期记忆性。
In particular, it has been demonstrated that the conventional GARCH model can exaggerate volatility persistence compared to the (true) volatility process perceived by the market.
特别是,相对于被市场所发现的真实波动过程来说,传统的GARCH模型夸大了波动的持续性。
A process undergoes a certain amount of volatility as it moves from start to finish.
随着过程从开始到结束,它经受着特定量的易变率。
Process KPIs are based on the general characteristics described above, and break down into two areas: volatility and volume.
过程K PI基于上面介绍的一般特征,并且分为两个部分:易变率和容积。
As a byproduct of crude refining process petroleum coke features a low ash content, moderate volatility and a high heating value.
石油焦是炼油工艺的副产品,具有低灰分、一定挥发份和高热值的特性。
Due to the high volatility of the markets during the confirmation process the price may change, and Dandy has the right to offer Client a new price.
由于市场波动性大,在确认过程中价格可能会有少许改变,丹迪有权提供客户新的价格。
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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