英汉例句

• stochastic volatility model is one of the most important models in describing the volatility of financial market and its parameter estimation is a hot topic in this area.

  随机波动模型作为金融市场波动量化研究的一种重要模型，其参数估计问题是近十余年来该领域的研究热点。

• then arch model is well discussed and the stochastic volatility model is introduced.

  之后详细讨论了arch模型及其扩展形式，并对随机波动率模型做了简单介绍。

• the author further compares the asvjd model with the geometric brownian model, ckls model, geometric brownian with jump model and the affine stochastic volatility model in demonstration.

  同时，分别将其与几何布朗运动模型、ckls模型、带跳跃的几何布朗运动模型和仿射随机波动模型进行了比较研究。

• empirical results on chinese stock market indicate that stochastic volatility model based on the two index outperforms those based on one index in capturing volatility character and market risk.

  利用中国股市数据进行的实证结果表明，与单测度指标的随机波动率模型相比，基于两个测度指标的随机波动率模型能更好地描述股票市场波动率和市场波动风险。

• in this paper we propose to a stochastic volatility model based on daily returns and intra-daily high-low price range jointly.

  本文引入了基于日内价格幅度与回报两个测度指标的随机波动率模型。

• the results indicated that in these two types of models, the egarch-m model and the leverage stochastic volatility model had better fitting results.

  拟合结果表明，在两类模型中egarch-m模型和杠桿随机波动模型具有较好的拟合效果。