...ndard Deviation)的计算,现时市场上普遍采用三年的按月升跌数据计算基金波幅,而计算出来的数字称为月波幅(Monthly Volatility),将月波幅乘以12的平方根,便计算出年波幅(Annualized Volatility)。月波幅或年波幅皆是市场上普遍采用的波幅数字。
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This monthly figure is available on the last business day of the month and has low volatility.
通常,这个数字在每月的最后一个工作日公布。
The author analyzes the indexes of stock price and their monthly excessive return rate in Shanghai and Shenzhen Market. Relative high volatility exists in China's security market.
对上海和深圳市场股价指数及其月度超额收益率的分析表明,我国股票市场的波动性较大;
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