波动性
- 网络volatile;Volatility;fluctuation;variability;VIX
-
他补充称:“波动性出奇的低,我们正处于一个市场的‘甜蜜点’(sweetspot)。”
He adds : " volatility is surprisingly low , but we are in a sweet spot for markets . "
-
最后,主流的金融风险度量方法有灵敏度分析、波动性分析和VaR方法。
Finally , mainstream financial risk measurement methods have the sensitivity analysis , volatility analysis and VaR method .
-
对于波动性较大的负荷,Fourier算法用于滤除高次谐波分量。
Fourier algorithm is used to get rid of the high frequency harmonics .
-
这两个相互竞争的过程使得Ce的价态呈现出波动性的特性。
The competition of the two descents results in the fluctuation of Ce valence .
-
转Bt基因棉压力下靶标害虫及其天敌的波动性不对称
Fluctuating Asymmetry in Target Pest and Natural Enemy under the Stress of Bt-Transgenic Cotton
-
K(ATP)在腺苷降低去窦弓神经大鼠血压波动性中的作用
Role of K_ ( ATP ) on the reduction of blood pressure variability caused by adenosine in sinoaortic denervated rats
-
由理论分析和试验证明了桨式叶轮的推力和运动的波动性受轮叶数N的影响,并提出了力和运动的波动方程。
The theoretical analysis and experiments are made to prove the dynamic vibrations produced by the lugs of a paddle wheel and the wave equation is proposed .
-
本文以上海股票市场为例,选择合适的ARCH族模型检验了市场上每一天的所有信息对市场波动性总的影响。
In this paper , we research the effect of all information of Shanghai stock market every day on the market volatility with ARCH models .
-
欧洲央行(ecb)辩称,季度增长数据具有波动性,经济增长仍在持续。
The European Central Bank has argued that quarterly growth data is proving volatile and growth is being maintained .
-
不同Bt棉种植年代棉铃虫种群的波动性不对称
Fluctuating asymmetry of Helicoverpa armigera ( H ü bner ) in field populations with different levels of exposure to Bt-transgenic cotton
-
考虑到太阳能的波动性和随机性对太阳电池阵列的影响,该模型具有最大功率点跟踪(MPPT)功能。
Considering the solar fluctuation and randomness , the model possesses the MPPT function .
-
精神分裂症患者皮纹a-b嵴线数波动性不对称的研究
Fluctuating Asymmetry of Dermatoglyphic a-b Ridge Count in Individuals with Schizophrenia
-
抗真菌治疗有效患者的GM水平随着治疗呈波动性下降,无效患者GM水平不变或升高。
A fluctuant reduction of GM level was found in patients sensitive to antifungal treatment , and an increased or constant GM level in insensitive patients .
-
用GM(1,1)模型预测短期负荷虽具有很好的精确性,但对于波动性较大的高峰负荷,它的预测精度比较低,而马尔可夫模型可以克服负荷波动较大的局限性。
Using GM ( 1,1 ) model to predict short-period load has good accuracy , but to the high waving peak load , its accuracy is low .
-
因为SV模型在刻画指数波动性的时候能更贴近现实,理论上应该能够更好的进行刻画。
SV model depicts the volatility index to be closer to reality , so in theory , should be better portrayed .
-
因此,只有用正态混合分布假设下的GARCH模型才可以较好地解释上证指数的波动性。
GARCH model is used on the basis of the hypothesis of mixed normal distribution to analyze the Shanghai-securities index volatility .
-
然而,由于P2P流媒体系统自身的波动性与无中心性,导致系统中的数据调度算法和节点管理算法成为影响系统性能的关键因素。
However , Because of the volatility and no center property of P2P streaming media systems themselves , data scheduling algorithm and node management algorithm become fatal factors affecting system performance .
-
但是P2P网络较强的波动性及引起的DHT迁移,造成维护路由信息需要很大的网络开销。
However , the relative high churn rate for P2P networks makes DHT shifted . It generates considerable network traffic for routing information maintenance overhead .
-
借助Granger因果关系的思想,从收益率与波动性两方面研究了三个股市间的相互联系与互动性。
Based on some econometric techniques , the Granger causality on the cross correlation and co movement of the three stock markets is explored .
-
结论表明我国的IPO定价主要决定于发行市盈率,且市场波动性,整体经济运行对IPO定价影响有一定时滞性。
The conclusion shows that the IPO pricing in China mainly lies on issuing market payoff rate , and market fluctuation and overall economic operation make IPO pricing lagged .
-
发现Ketanserin能显著降低大鼠的血压波动性。
The results showed that ketanserin significantly lowered blood pressure variability .
-
灰色预测模型GM(1,1)与马尔柯夫链结合成为灰色马尔柯夫预测模型,可以有效提高随机波动性较大的时间序列数据的预测精度。
We can effectively improve the prediction accuracy of time-series data regardless of its large random volatility , when we combine the Grey Predicting Model GM ( 1,1 ) and MARKOV CHAIN into MARKOV Predicting Model .
-
CMCMarkets英国与爱尔兰市场总经理帕特里克•拉奇福德(PatrickLatchford)指出:如果市场更具波动性,人们的交易频率会更高。
As Patrick Latchford , CMC Markets UK & Ireland managing director , points out : If markets are more volatile , people trade with more frequency .
-
北美鹅掌楸种子在裸层积过程中,激素含量变化比较复杂。IAA、GA3、ZR的含量出现波动性,但IAA/ABA、GA3/ABA、ZR/ABA的比值呈上升趋势。
During the process of naked stratification at low temperature , hormone contents have a complex changing trend , but IAA / ABA , GA3 / ABA and ZR / ABA ratio rise rapidly .
-
为了进一步验证我们的结论,我们引入GARCH模型和加入虚拟变量的GARCH模型,GARCH检验的结果表明在60分钟数据下,沪深300股指期货的推出对股票市场的波动性影响并不显著。
The results of GARCH test show that the data of 60 minutes , the Shanghai and Shenzhen 300 index futures on the stock market volatility is not significant .
-
对偏离灰指数律的原始时序系统,累加生成不是削弱随机波动性影响的唯一途径,GM(1,1)模型也不是预测模型的最佳选择。
For the primitive sequential system deviating from grey index law , accumulative spanning is not the unique way for reducing the effect of randon variation , GM ( 1,1 ) model is also not an optimum prediction one .
-
模型得出,资产价格波动性和交易量正相关,交易量将影响价格变化方差,条件方差的演化类似于传统GARCH模型。
The mode implied that it is positive correlation between asset price volatility and transaction volume , which affects price variance , conditional variance evolves just like traditional GARCH mode .
-
基于混合分布假定(MDH),研究了中国股票市场信息流、回报的波动性和交易量之间动态关系。
The dynamic relations of the information flow , return volatility and trade volume in Chinese stock market is investigated based on the Mixture distribution hypothesis .
-
与ARCH类模型相比,SW-TGARCH模型能够更好地描述其波动性,并解决了GARCH模型高持续性及状态转移问题。
It is found that the SW-TGARCH models can better describe the volatility of the interest rate and provide a much lower level volatility persistence than GARCH models .
-
首先,报告发现,数十年来,七国集团(G7)成员国的趋势通胀水平和波动性的升降几乎一致。
The first is that , over decades , the level and volatility of trend inflation in the Group of Seven industrial countries rose and fell almost in unison .