... 关于权证价格之评价研究实证文献方面,依学者可以分为: Black & Scholes (1972) 以历史波动性(historical standard deviation ,HSD)代入 B-S 模型中,发现在历史波动大时,会高估选择 权价格;而历史波动小时则会低估选择权的价格。
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historical standard deviation
历史标准差
以上为机器翻译结果,长、整句建议使用 人工翻译 。
Bullish sentiment is just slightly above one standard deviation from the historical average and bearish sentiment is within one standard deviation.
FORBES: Why Is Bullish Sentiment Near Two And A Half Year High?
Placing asset categories on the efficient frontier requires knowing their historical average return and standard deviation.
FORBES: Asset Allocation and the Efficient Frontier
Other measures also suggest sentiment is running hot, including the spread between bullish and bearish sentiment (37.6 percentage points) and the standard deviation (bullish sentiment is more than one standard deviation above the historical mean).
FORBES: Are Investors Concerned About Rising Gas Prices?
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