波动持续性是广泛存在于经济和金融时间序列的一类普遍现象。
Volatility persistence, which have been found in many of time series of economic and finance, indicates that the risk is dependent each other.
非线性理论在刻画金融时间序列的波动方面有着非常重要的作用。
The non-linear theory has been playing an important role in describing volatility of financial time series.
数值实验表明，SVR方法对非平稳的金融时间序列具有良好的建模和泛化能力。
Numerical test results show that SVR has good ability of modeling nonstationary financial time series and good generalization under small data set available.
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