子题二：波动模型 (Volatility Models) 金融市场疛波动性一直是财务计量重要研究课题。ARCH/GARCH系列模型是在财务时间序列领域中，最 广泛被运用之模式之一。
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Topics in Volatility Models 论波动率模型
stochastic volatility models 随机波动模型
Stock price volatility models 股票价格波动模型
Constant Volatility Models 不断波动模型
conditional volatility Models 条件波动性模型
multivariate volatility models 多元波动性模型
polynomial and volatility models 多项式模型及波动模型
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。
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。
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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