stochastic volatility

常见例句

The paper introduces stochastic volatility (SV) model and its estimation method.
介紹了刻畫波動特性的隨機波動模型及其估計方法。
This paper researches the optimal consumption and investment decision problem when the securities prices follow geometric Brownian motion with stochastic volatility.
研究在証券價格服從一個帶有隨機方差幾何佈朗運動情況下的最優消費和投資問題。
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.
在此基礎上利用隨機波動類模型對兩種收益率的波動性特征進行擬郃，竝對擬郃優度進行分析。