The second chapter of the thesis is to summarize and expand the financial volatility models.

第二章总结和扩展已有的金融波动模型。

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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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Based on this we simulate the volatility features of the two kinds of yield rate time series and analyze their fitting results using the stochastic volatility models.

在此基础上利用随机波动类模型对两种收益率的波动性特征进行拟合，并对拟合优度进行分析。

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Placing too much emphasis on computer stock screens, balance sheet models and earnings forecasts conceals the undervalued stocks out there amid the noise of everyday volatility.

FORBES: What Is Your Guts-to-Brains Ratio?

Some 70% of all equity volume is driven by computer models that suddenly trigger a surge in buy or sell orders that are causing the fragmentation, volatility and use of hidden trading venues.

FORBES: Watch Out For The Quants