Then, I decompose the volume by different information flow to test the symmetry of return volatility.
然后再按照异质信息流对交易量进行分解，以此考察收益率波动的对称性。
Then, I decompose the volume by the different information flow to test the symmetry of return volatility.
然后再按照异质信息流对交易量进行分解，以此考察收益率的波动的对称性。
At present, the GARCH models are the most common use models in analyzing the return volatility of financial markets.
当前，用于研究金融市场收益率波动最为常用的是GARCH族模型。
After testing on weekday affect using the high frequency data, it is found that in Monday the return volatility of China stock market is the highest.
用五分钟高频数据对我国股市的周末效应进行检验后，发现我国股市在周一的收益波动率最大。
Based on the market microstructure theory, this paper studies on the character of trading volume return and return volatility in China stock market through narrowing the time window.
本文以金融市场微观结构理论为基础，通过将时间窗口缩小来研究中国股市的交易量、收益率和收益率波动的变化特征。
The results of the study show that the DBMD models can capture the persistence of return volatility, and reveal the joint dynamic relations between price volatility and trading volume.
关于调整印花税对噪声收益波动性的影响，研究方法是方差齐次检验，结果是调整证券交易印花税对小组合的影响是显著的。
High-tech firms can try to lower technological uncertainty, market uncertainty, high competitive volatility and high risks, and achieve increasing return effect by employing market-driving strategy.
高技术企业可以应用驱动市场战略来降低技术和市场的不确定性、高变化性和高风险性，获取收益递增效应。
I didn't call it this before, but let me to find the sharp measure as expected excess return on a security or portfolio divided by its volatility.
我从前不这么称呼它，让我像我所预计的那样找出作为债券和证券波动的附带效果的“严格测定方法”。
They then discounted the results for volatility. The median score was 100. China Life more than tripled the median return with a score of 357.
接着他们又对波动性进行了折算。分数中值为100分，而中国人寿以357分高出中值两倍多。
From the perspective of hedging and structural shift, correlation between the volatility rate and rate of return is not unitary, compared in theory and in practice.
从套期保值和结构转移的角度来看，理论上和现实中的收益率和波动率之间的相关关系也不统一。
Standing on the new viewpoint of fractional integration, KPSS test and LW test can find long memory of return and its volatility in Chinese stock market.
从分整特性的新视角，利用KPSS检验和LW检验对我国股市收益及其波动的记忆性特征进行了深入研究。
This paper investigates the day-of-the-week effect on stock return and volatility in China during the period of 2000 to 2006.
本文研究《证券法》实施之后的2000—2006年沪深股市收益率与波动的周内效应。
The paper makes use of Granger causality test and GARCH model to tests the return spillover and volatility spillover effect.
本文将利用两步法的GARCH模型对股票市场和权证市场的均值溢出和波动溢出进行检验。
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。
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。
The traditional methods to measure the relationships among return, volatility and trading volume are base on the low-frequency data.
传统的价量分析都是从低频数据来分析股票市场上波动率、收益率与成交量之间的关系。
The learning model includes the volatility estimation of the predicative variables and the covariance of stock return and this predicative variable.
这里的学习模型包括对于估测变量的方差估计，以及股票收益率与这个预测变量的协方差。
Sixthly, volatility and return rate is positive correlation in our country's futures market, the greater risk, the higher return that investors demand.
我国期货市场的波动性与收益率显著正相关(即风险价值大于零)，风险越大，投资者所要求的收益率就越高。
How much risk are you willing to endure-in the form of volatility-for a given return?
在既定回报率下，你愿意承担多少市场波动风险？
This article has been selected nine categories of the industry stock index's return rate as the main subjects, using GARCH models to analysis the index's volatilITy of characteristics.
本文选取了九类行业指数的日收益率作为主要研究对象，运用GARCH族模型来对我国股票市场行业指数波动特性进行研究。
According to the stepwise regression to stock return rate and the correlated analysis, it is proved that the Eva index can well explain the volatility of stock price and evaluate...
通过对股票收益率进行逐步回归和相关性分析，实证结果表明EVA指标能较好地解释股价波动和衡量公司业绩。
The author analyzes the indexes of stock price and their monthly excessive return rate in Shanghai and Shenzhen Market. Relative high volatility exists in China's security market.
对上海和深圳市场股价指数及其月度超额收益率的分析表明，我国股票市场的波动性较大；
The author analyzes the indexes of stock price and their monthly excessive return rate in Shanghai and Shenzhen Market. Relative high volatility exists in China's security market.
对上海和深圳市场股价指数及其月度超额收益率的分析表明，我国股票市场的波动性较大；
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