stochastic volatility

基本解釋

• 隨機(jī)波動(dòng)

英漢例句

雙語(yǔ)例句

• The paper introduces stochastic volatility (SV) model and its estimation method.
  介紹了刻畫波動(dòng)特性的隨機(jī)波動(dòng)模型及其估計(jì)方法。
• This paper researches the optimal consumption and investment decision problem when the securities prices follow geometric Brownian motion with stochastic volatility.
  研究在證券價(jià)格服從一個(gè)帶有隨機(jī)方差幾何布朗運(yùn)動(dòng)情況下的最優(yōu)消費(fèi)和投資問(wèn)題。
• 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.
  在此基礎(chǔ)上利用隨機(jī)波動(dòng)類模型對(duì)兩種收益率的波動(dòng)性特征進(jìn)行擬合，并對(duì)擬合優(yōu)度進(jìn)行分析。

• stochastic volatility更多例句

詞組短語(yǔ)

短語(yǔ)

• stochastic volatility process 波動(dòng)率過(guò)程
• Stochastic Volatility in Mean 入了
• stochastic volatility models 隨機(jī)波動(dòng)模型
• multivariate stochastic volatility 多元隨機(jī)波動(dòng)
• affine stochastic volatility 仿射隨機(jī)波動(dòng)

• stochastic volatility更多詞組

專業(yè)釋義

經(jīng)濟(jì)學(xué)

• 隨機(jī)波動(dòng)

  Stochastic volatility model is a good class model to descript volatility.
  隨機(jī)波動(dòng)率族模型是一類很好的描述波動(dòng)性的模型。