Finally, it makes the asymmetric estimation with high-frequency data in a specific period, using the method of realized volatility and the line model.
最后，在一个具体的时间段采用高频数据对不对称性作出估计，我们应用已实现波动率的方法并用线形模型做出了估计。
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.
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。
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。
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