volatility test

挥发度的测定

  • Research on the volatility of freight and random walk test of international dry bulk market ; This paper investigates Random Walk and Discrete Backward Stochastic Differential Equation .

    国际干散货运价 波动与随机游走 检验本文研究了随机游走和离散的倒向随机微分方程。

  • Also domestic scholars establish ARCH model in analysis of the volatility of Shanghai composite index and Shenzhen component index to test the efficiency of Chinese stock market and the volatility 's character .

    国内学者也运用ARCH类模型对上证综合指数和深圳成分指数进行相关研究,目的是为了 检验市场有效性和整个股市的 波动特征。

  • The third chapter presents the robustness of the test statistic under the volatility changes ( GARCH ) the drift rate changes ( AR ) and the volatility and drift rate changes ( AR-GARCH ) with the corresponding correction test statistics .

    第三章分别讨论了波动率变化(GARCH),漂移率变化(AR), 波动 和漂移率均变化(AR-GARCH)的情况下检验统计量的稳健性并给出相应的修正 检验统计量。

  • Identifying Stochastic Volatility of Audio-alone and Audio-visual Approach in English Listening Test

    英语只听和视听 测试方式的随机 波动 研究

  • We also show the convergence of the asymptotic approximation . Finally based on above theory study numerical experiments also illustrates our model Markov regime-switching volatility model can be a good depiction for volatility smile effects and gets good test results .

    最后,在以上理论研究的基础之上,通过数值试验来说明本文的马尔可夫机制转换波动率模型可以更好的刻画 波动 微笑效应,并得到很好的 试验结果。

  • Use Markov forecast model which is suitable for prediction of volatility sequence to revise Grey GM ( 1 ) prediction model set up Grey Markov model portfolios test this model and get the inspection results all qualified and precision greatly improved .

    又以适合预测具有 波动 序列的马尔可夫预测模型对灰色GM( 1)预测模型进行修正,建立灰色马尔可夫组合 模型,该模型经各项检验均合格,且其精度有大幅度提高。

  • METHODS The stability of artificial moschus β cyclodextrin inclusion complex and the mixture were studied by determining the changes of muscone contents by GC after subjected to lamp light high temperature high humidity and volatility test respectively .

    方法采用气相色谱法,以麝香酮含量为测定指标,分别对人工麝香β环糊精包合物和混合物进行强光照射、高温、高湿和 挥发性 试验

  • The response coefficients of the stock price volatility can pass the significance test indicating the volatility of foreign and domestic stock market has significant impact on the domestic monetary policy .

    模型中利率对国内和国外股票价格 波动的反应系数均通过显著 检验,说明国内外股票市场的波动 的确会对我国的利率水平产生一定的影响。

  • Volatility is a indicator that is used to test the quality and efficiency in the financial market . If the volatility of the order of financial market can be precisely obtained the mobility and allocation of resources of financial market will be greatly enhanced .

    波动 衡量金融市场质量和效益的指标,若能精确地捕捉到金融时间序列的波动性特征,就可以极大的提高金融市场的流动性和资源配置。

  • And the volatility of liquidity i.e. variance has been defined as liquidity risk . By empirical test measures the liquidity risk .

    定义流动性的 波动性即方差为流动性风险,分析并通过实证 检验度量了流动性风险。

  • Methods : examine the volatility chemical compound hereditary poison in the air after decorating rooms using polychromatic RBC micronucleus test with bone marrow of mice and sperm deformation test .

    方法采用小鼠骨髓嗜多染性红细胞微核 试验和小鼠精子畸形试验检测居室装潢后空气中 挥发性化合物的遗传毒性。

  • An Empirical Study of the Relationship between the Idiosyncratic Volatility and Cross-sectional Return usable cross-section of the test channel

    中国股票市场特质 波动 与横截面收益研究 试验流道的可用横截面

  • According to the characteristics of the market volatility during the sample period the sample period is divided into four stages and test the continuity of each stage .

    根据市场 波动的特点,本文将样本期间分为四个阶段,分别对每个阶段的持续性进行 判断

  • However given the non-normality of financial time series the fat tail characteristics the index volatility of conditional heteroscedasticity will affect the empirical test results this paper uses the GARCH ( 1 ) model to simulate the volatility of the stock market .

    但是,鉴于金融时间序列的非正态、尖峰厚尾特征,指数 波动 存在条件异方差性,会影响实证 检验结果,因而本文采用GARCH( 1)模型来模拟股市的波动性。

  • Volatility helps QA managers understand if a release is stabilized to the point where it can reasonably be subjected to test .

    挥发性帮助QA经理理解是否一个发布对于一个适当的 测试的点来说是稳定的。

  • Through relation among the index of manipulating behavior of information disclosure and enterprise value volatility to test effectiveness and scientificalness of constructing system .

    通过操纵信息披露行为指数与公司价值 波动 之间的关系来 检验所构建的体系有效性和科学性,在 检验过程中对评价体指标进行不断的调整。

  • This paper studies the behavior of copper future return volatility and its relationship with trading volume and market depth under different market conditions . Test results show that volatility was positively related to trading volume but negatively to open interest .

    研究不同市场状况下铜期货收益 波动行为及其与交易量、市场深度间的关系, 结果表明交易量对铜期货收益波动有显著的正影响。

  • For testing the volatility spillover effect Granger causality relation test and VAR are used .

    接着使用了格兰杰因果关系 检验和向量自回归模型,对 股市 波动溢出效应进行了检验。

  • The paper studied volatility of lubricating oil . Formulated high quality PCMO with hydrogenated base oil by GUANGZHOU HONDA ACCORD passenger car in 3 × 10 ~ 4 km field test . The results show that the quality of oil have met the requirements of high quality PCMO .

    就油品的蒸发损失进行了重点考察,用加氢基础油研制的高档汽油机油,经广州本田雅阁轿车3× 10~4km行车 试验,证明可满足高档汽油机轿车的使用性能要求。