The Stochastic Volatility models (SV model) is a kind of time series model which can reflect fluctuation that can not be observed directly.

随机波动(SV)模型是一种重要的具有隐性波动的时间序列模型。

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In this article, three estimation methods, GMM, MCMC and EMM are studied. GMM is one of the earliest methods used in SV model and its character is simple;

本文重点讨论了广义矩估计法、马尔可夫链蒙特卡罗方法和有效矩估计法这三种各具特点的随机波动模型的参数估计方法。

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The characteristic functions of basic SV model and SV model with leverage effect are derived, an estimation (method) of SV models via empirical characteristic function is discussed in this paper.

计算基本SV模型和杠杆效应SV模型的联合特征函数，借助经验特征函数方法估计这两个SV模型。

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