提出了一种新的概率函数计算方法，用于研究金融时间序列在方差波动方面的多重分形特征。
A new probabilistic function for studying the multi-fractal features on the volatility of variance of financial time series is proposed.
他们把高居不下的食品价格和幅度较大的食品价格波动(最好定义为食品价格水平的方差)混为一谈。
They conflated high food prices with greater food price volatility, which is best defined as variance around the food price level.
股票价格的频繁波动是股票市场最明显的特征之一，自回归条件异方差类模型可以很好地预测金融资产收益率的方差。
Frequent volatility is a feature of stock market. Autoregressive Conditional Heteroscedasticity (ARCH) model is often used to forecast the variance of the benefit of financial capitals.
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