The empirical results suggested that the correlation and volatility ratio between index futures and spot vary over various time scales.
进一步研究表明,波动性和相关性的多尺度变化导致了最小方差对冲比率及对冲效率呈相似规律的多尺度变化。
Banks with higher idiosyncratic volatility recorded lower deposit loan ratio, which reflects the effectiveness of internal governance of commercial Banks.
银行股价的非系统性波动与银行的存贷比具有显著的负相关关系,这也反映出银行内部治理的效果。
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