stochastic volatility

常見例句

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。