1) realized beta
已实现beta
2) known reality/non-known reality
已知现实/非已知现实
3) realized volatility
"已实现"波动
1.
Characteristics and modeling of adjusted realized volatility for high frequency time series;
高频时间序列的改进“已实现”波动特性与建模
2.
In this paper,through studying the efficiency of the realized bipower variation and the realized multipower variation,which are new methods of volatility estimator,conclusion is draw that in general the realized bipower variation is more efficient than the realized volatility.
近年来,基于金融高频数据的波动率研究成为金融学研究领域的热点,而有效性是衡量波动率估计量优劣的重要标准,本文对波动率估计量的新方法“已实现”双幂次变差和“已实现”多幂次变差的有效性进行了研究,得出“已实现”双幂次变差在一般条件下比“已实现”波动更有效的结论,并且证明了在一定条件下,“已实现”多幂次变差的幂次个数越多,该波动率估计量的有效性越高。
3.
In this paper,we apply realized volatility which is a new volatility estimator based on highfrequency data to the calculation of value at risk.
将基于高频金融数据的“已实现”波动这种波动度量新方法引入到了VaR的计算中,并利用上海股票市场的高频金融数据对上海股票市场的VaR的持续性进行了实证分析,证明上海股票市场的{VaRt}存在持续性。
4) realized volatility
已实现波动
1.
Weighted realized volatility and its long memory and optimal frequency;
赋权已实现波动及其长记忆性,最优频率选择
2.
The Research on Realized Volatility in China Stock Market;
中国股票市场已实现波动研究
3.
The key points and main achievements are listed as follows: 1)An optimal sampling method is given based on asymptotic distribution of error term between RV(realized volatility),RRV(realized range-based volatility) and IV(integrated volatility),respectively.
本文的主要工作和创新点如下: 1)分别基于已实现波动和已实现极差波动与积分波动之间误差项的渐近分布,给出了一个高频数据抽样方法。
5) realized variance
已实现方差
6) realized value
已实现价值
1.
Two parts comprise it: one is realized value, the other is future value.
顾客终生价值 (CLV)是企业在与顾客关系持续的整个阶段中所获得的全部价值 ,由已实现价值 (RV)和未来价值 (FV)所构成。
补充资料：已知根
【已知根】
（术语）三无漏根之一。廿二根之一。谓已知了四谛道理之修道位所发之意根，乐根，喜根，舍根，信根，勤根，念根，定根，慧根，九根也。
（术语）三无漏根之一。廿二根之一。谓已知了四谛道理之修道位所发之意根，乐根，喜根，舍根，信根，勤根，念根，定根，慧根，九根也。
说明：补充资料仅用于学习参考，请勿用于其它任何用途。
参考词条