1) Stochastic Volatility with Correlated Jumps Model
跳跃相关随机波动模型
3) correlated hopping model
关联跳跃模型
4) stochastic volatility model
随机波动模型
1.
Research on volatility persistence and co-persistence in stochastic volatility model;
随机波动模型的持续性和协同持续性研究
2.
Though two important stylized facts about return distribution are seen commonly in financial markets: skewness and fat-tail,most of the stochastic volatility models at present cannot describe those facts as a whole.
金融资产的收益分布普遍展现出两个重要的典型特征:"有偏"性和"胖尾"性,但目前绝大多数的随机波动模型都无法同时将上述两类典型特征综合纳入其估计的条件分布假定中。
3.
In this paper,A new markov chain monte carlo algorithm for estimating stochastic volatility model is given.
研究用马尔科夫链蒙特卡罗(MCMC)算法估计随机波动模型的参数问题。
5) stochastic volatility model
随机波动性模型
1.
Estimating volatility of Chinese stock market by stochastic volatility model;
基于随机波动性模型的中国股市波动性估计
2.
A stochastic volatility model based on two indices,i.
引入了基于日内价格幅度与回报两个测度指标的随机波动性模型。
6) stochastic volatility models
随机波动(SV)模型
1.
The Stochastic Volatility models (SV model) is a kind of time series model which can reflect fluctuation that can not be observed directly.
随机波动(SV)模型是一种重要的具有隐性波动的时间序列模型。
补充资料：跳跃
1.亦作"跳趯"。 2.跳动腾跃;跳越。
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