co-persistence in volatility 波动协同持续
common persistence in volatility 波动协同持续
Persistence in financial volatility 金融波动持续性
volatility persistence in var var波动持续性
The research is sponsored by National Natural Science Foundation of China: Persistence in Volatility of Multivariate Time Series and Its Applications in Financial System (No. 70171001).
本论文是国家自然科学基金资助项目《多变量时间序列的波动持续性及其在金融系统的应用（No:70171001）》的组成部分。
参考来源 - 分形市场理论与金融波动持续性研究·2,447,543篇论文数据，部分数据来源于NoteExpress
The theory and method of modeling volatility persistence of time series is a powerful tool in analyzing the risk of economic and finance market.
时间序列的波动持续性建模理论和方法是经济金融领域风险分析的一种强有力的工具。
Volatility persistence, which have been found in many of time series of economic and finance, indicates that the risk is dependent each other.
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。
In particular, it has been demonstrated that the conventional GARCH model can exaggerate volatility persistence compared to the (true) volatility process perceived by the market.
特别是，相对于被市场所发现的真实波动过程来说，传统的GARCH模型夸大了波动的持续性。
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