第二章总结和扩展已有的金融波动模型。
The second chapter of the thesis is to summarize and expand the financial volatility models.
结合波动模型和粒子模型的理论是由马克斯·普朗克提出的。
The theory that combines both the wave and particle models was suggested by Max Planck.
基于热传导波动模型给出了物体中热波多重散射问题的一般解。
A general solution of multiple scattered waves in solids based on wave equations of heat conduction is given.
将市场比较法与收益法结合起来，可以得到一个新的收益波动模型。
A new income fluctuation model will be attained if the market approach and the income approach are integrated together.
分析发现随机波动模型对我国股市的预测能力明显强于ARCH类模型。
The analysis discovered that the forecasting ability of SV models is superior than ARCH models.
论文还从随机微分方程的角度比较和分析了两类波动模型之间存在的相互关系。
The dissertation also presents the ways of estimation and test of co-persistence relationship and compares two type of models by using the ways of stochastic differential equation.
首先讨论了频域透射边界的精度，并用一维波动模型详细论证了它的精度和可行性。
Accuracy of the boundary in frequency do, main is first discussed and demonstrated in terms of one dimensional model of wave motion.
根据单个截齿的受力模型和计算公式，建立了采煤机滚筒力矩模型和载荷波动模型。
On the basis of mechanical model and formula of single bit, the moment model and load fluctuation model of shearer's drum are built.
通过引入用于预测普通商品价格的较成熟的几何布朗运动模型建立了燃煤市场的煤价波动模型。
By means of introducing ripe geometrical Brown movement model for common commodity price forecasting a coal price fluctuation model of coal market is established.
在理论方面，介绍了星风的基本方程，早型星星风的辐射压模型以及波动模型和非理想流模型。
As concerns theories of stellar winds, basic equations are given and a number of models, namely, radiation pressure models, fluctuation model and imperfect flow model are reviewed.
在理论方面，介绍了星风的基本方程，早型星星风的辐射压模型以及波动模型和非理想流模型。
As concerns theories of stellar winds, basic equations are given and a number of models, namely, radiation pressure models, fluctuation model and imperfect flow model...
拟合结果表明，在两类模型中egarch - M模型和杠杆随机波动模型具有较好的拟合效果。
The results indicated that in these two types of models, the EGARCH-M model and the leverage stochastic volatility model had better fitting results.
随机波动模型作为金融市场波动量化研究的一种重要模型，其参数估计问题是近十余年来该领域的研究热点。
Stochastic volatility model is one of the most important models in describing the volatility of financial market and its parameter estimation is a hot topic in this area.
同时，分别将其与几何布朗运动模型、CKLS模型、带跳跃的几何布朗运动模型和仿射随机波动模型进行了比较研究。
The author further compares the ASVJD model with the Geometric Brownian model, CKLS model, Geometric Brownian with Jump model and the Affine Stochastic Volatility model in demonstration.
本文构建的多元波动模型结果显示，两国汇率之间的相关性在金融危机期间倾向于增加，存在显著的汇率风险传染效应。
We can also see that the correlation between country exchange rates tend to increase during the financial crisis, and the currency risk contagion effect is significant.
我们首先提出了一个带arma(1,1)条件异方差相关的随机波动模型，它是基本的随机波动模型的一个自然的推广。
In this paper, we extended the basic stochastic volatility models to a stochastic volatility models with ARMA (1, 1) conditional heteroskedasticity and correlated errors.
本文重点讨论了广义矩估计法、马尔可夫链蒙特卡罗方法和有效矩估计法这三种各具特点的随机波动模型的参数估计方法。
In this article, three estimation methods, GMM, MCMC and EMM are studied. GMM is one of the earliest methods used in SV model and its character is simple;
详细分析了石油勘探所具有的实物期权特性、原油价格波动模型以及储层参数和经济因素不确定性对勘探项目价值的影响。
The real option traits of a petroleum exploration project, oil price movement model and the influence of technical and economic parameters on the value of an exploration project were analyzed.
为了解决汇率收益率波动中的“尖峰厚尾”、中期记忆和非对称特征，提出了利用ARFIMA - EGARCH - M模型建立汇率收益率波动模型。
To solve the higher peak and fat tail phenomenon, immediate memory and asymmetric features, this paper formulate the volatility model of exchange rate returns using the ARFIMA-EGARCH-M model.
各种迥然不同的模型的存在，使我们丧失了这种理论锚定，这种情形将加剧市场的波动。
The existence of wildly different models takes away this intellectual anchor and this translates into more market volatility.
在“增长的极限”模型中，这些波动数值的假设都是固定的，但是，在现实生活中，这些假设本身就拥有共同进化的机制，会随着时间的变化而变化。
The assumptions for these fluctuating values are fixed in Limits to Growth model, but in reality the assumptions themselves have coevolutionary mechanisms that flux over time.
最近，数学模型显示拥堵的波动起伏是因为驾驶员的行为。
More recently, mathematical models have suggested they may actually be down to drivers' behaviour.
但如果所有的交易员都做同一件事，波动性就会进一步增强，最后大大超过模型所预测的范围。
But if all traders are trying to do the same, volatility will rise even further, well beyond the limits the models suggest.
相反，他的模型建立在其对市场本身的历史波动的假设之上。
Instead, it based its assumptions on the historical dips and swells of the market itself.
参数震荡——参考模型或诸如波动性和相关性这样的定价参数。
Parameters shock – referring to the large changes of models or revaluation parameters such as volatilities and correlations.
但是这一模型假设极端价格波动的概率是可忽略的，而在现实当中，股票价格的剧烈波动远比假设的情形要频繁。
But it assumes that the probability of extreme price changes is negligible, when in reality, stock prices are much jerkier than this.
衡量模型建立者的威望的标准之一就是他们的模型在不同类型的自由市场所引起的波动。
One measure of the modellers' prestige is the disquiet they inspired among free-market types.
由于在某些地方潮汐水位的波动能达到10m或者更高，所以这成了模型主要的缺陷。
Since tidal variation can be 10m or more in some parts of the world, this is a major deficiency.
通常，关于单商品市场价格波动的稳定性问题，是在供需均衡的条件下进行研究的，称为“蛛网模型”。
Usually, the stability of individual commodity market price fluctuation is studied based on supply-demand equilibrium, called as "Cobweb Model".
通常，关于单商品市场价格波动的稳定性问题，是在供需均衡的条件下进行研究的，称为“蛛网模型”。
Usually, the stability of individual commodity market price fluctuation is studied based on supply-demand equilibrium, called as "Cobweb Model".
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