Whether the introduction of futures has influenced the underlying asset volatility and its characteristics is still debated both in the economics and practitioners.
期货的推出是否对其标的资产的波动性及其特性有显著影响,至今在经济学界和实践部门都有着很大的争议。
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。
Measurement and modeling of financial asset volatility is an important problem in financial theory and practice. Many ways exist to measure and model financial asset volatility.
金融资产波动率测量与建模是金融理论与实践中的一个重要课题,已经有了许多测量与建模方法。
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