- 波動的群聚現象
- volatility: n. 1.揮發(fā)性；揮發(fā)度。 2.輕快，快活。 3.變動不止，反復無常；輕浮。
- clustering: 叢聚; 聚合集群法; 聚集; 聚類; 群集，成簇，成束; 群集；分組，分類歸并; 群集化; 群聚; 原子偏聚
- carbon volatility: 活性炭法揮發(fā)度
- data volatility: 數據易變性
- degree of volatility: 揮發(fā)度
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volatility clustering中文什么意思
- 波動的群聚現象
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例句與用法
- the results in this section suggest that the phenomena of thick tails, volatility clustering, leverage effects and so on, are still exist in china's stock markets
我們在此部分的實證結果表明，中國股市股指收益序列存在和發(fā)達市場一樣的諸如尖峰態(tài)分布、波動聚集、杠桿效應等波動特征。 - our analysis shows that the heterogeneity, trend chasingthrough learning, and the interplay of noisy processes and a stable deterministicequilibrium can be the source of power-law distributed ? uctuations . statisticalanalysis based on monte carlo simulations are conducted to characterize the longmemory and volatility cluster
用基于monte-carlo模擬的統計分析來描述市場長期記憶性和波動集聚性,做了arfima模型的參數估計和(fi)garch模型的參數估計及其相關統計檢驗 - using a new statistical procedure suitable to test the efficient market hypothesis in presence of volatility clustering and normality, we find significant evidence against the weak form of efficient market hypothesis for both shanghai and shenzhen stock markets, although they have become more efficient at the later stage
摘要本文采用一種新的統計方法來檢驗中國股票市場的有效性，結果表明滬市和深市都尚未達到弱式有效，盡管它們的有效程度隨著時間的推移有所改善。 - our findings are as follows : firstly, the phenomena of thick tails, volatility clustering, leverage effects, are existed in chinese stock markets . bad news affecting is higher than good news; secondly, it is found from the comparison that the arch type models with student ’ s innovation is more capable to capture characteristics of logarithmic return time series; thirdly, return of the four share indexes keep in co-integration at a long run; lastly, the volatility spillover effect between a-share and b-share are tested and there exists a prominent spillover effect from a-share to b-share
而深市b股發(fā)生了變化,從第一階段的非對稱現象不顯著到第二階段的顯著,且跟a股保持同向的風險補償。第四,上證a指對上證b指收益率在短期上具有格蘭杰原因,在b股對境內投資者開放后,a、b股的關聯性增強。第五,在第一階段,a股向b股的波動溢出不太顯著,在第二階段滬深兩市a股向b股的單向波動溢出均顯著性存在。