stochastic volatility

基本解释

• 随机波动

英汉例句

双语例句

• The paper introduces stochastic volatility (SV) model and its estimation method.
  介绍了刻画波动特性的随机波动模型及其估计方法。
• This paper researches the optimal consumption and investment decision problem when the securities prices follow geometric Brownian motion with stochastic volatility.
  研究在证券价格服从一个带有随机方差几何布朗运动情况下的最优消费和投资问题。
• 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。

• stochastic volatility更多例句

词组短语

短语

• stochastic volatility process 波动率过程
• Stochastic Volatility in Mean 入了
• stochastic volatility models 随机波动模型
• multivariate stochastic volatility 多元随机波动
• affine stochastic volatility 仿射随机波动

• stochastic volatility更多词组

专业释义

经济学

• 随机波动

  Stochastic volatility model is a good class model to descript volatility.
  随机波动率族模型是一类很好的描述波动性的模型。