price range volatility

基本解釋

In this paper we propose to a stochastic volatility model based on daily returns and intra-daily high-low price range jointly.
本文引入了基于日內(nèi)價(jià)格幅度與回報(bào)兩個(gè)測度指標(biāo)的隨機(jī)波動率模型。
To demonstrate that the indicator we propose is a good candidate for measuring risk, we investigate empirically the statistical properties of price range volatility on Standard and Poors 500 index.
鑒于傳統(tǒng)指標(biāo)的不足，提出用另一種指標(biāo)—價(jià)格波動幅度變動率來度量市場風(fēng)險(xiǎn)。

The Russell 3000, which includes a broader range of companies, has had a similar lack of volatility in its daily price changes.
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