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- An empirical analysis of the Shenzhen stock market is made by using the GARCH model and the SV model. 摘要文章采用GARCH模型和SV模型对深圳股市进行了实证分析；
- The method suggested is applied to the parameters estimation of time varying long memory SV model of return series of China stock markets. 用该方法对中国股市收益进行了时变长记忆SV模型参数的估计。
- The results of empirical study indicate that the SV models based on the heavy_tailed distribution account more adequately for the features of the return series and volatility of Chinese stock market than that based on the normal distribution. 实证结果表明;厚尾分布的随机波动性模型较正态分布的随机波动性模型能更好地描述我国股市的回报与波动性的特征.
- Among them Engle’s ARCH model and Taylor’s SV model are the most famous.The disadvantage of these models is that they can not explain occasional, large abrupt moves in financial markets. 其中著名的有恩格尔的自归条件异方差（ARCH）模型和泰勒的随机波动（SV）模型，以及在它们基础上发展起来的EGARCH和GARCH-M等。
- In this paper, from the idea of common trend, we put forward the definition of co persistence in volatility of vector SV model, and establish the equivalent relationship between common persistence in volatility and cointegration. 提出了向量随机波动模型波动协同持续 ( common persistence in volatility)的定义 ,证明了波动协同持续与协整 ( cointegration)两者之间的等价关系 ;
- The ECF method is extended toestimate the SV model with leverage effect, comparing the estimation result usingECF with the result using MCMC method shows ECF method is a simple method,and the estimator is consistent and asymptotically normal. 把经验特征函数方法扩展到对具有杠杆效应的 SV 模型的估计,并用上海和深圳股市的指数收益数据进行了实证分析,与前面的 MCMC 方法的估计结果进行了比较,证明了经验特征函数方法是一种简单易行的参数的估计方法,且估计量是一致和渐近正态估计。
- A Calculation of VaR Based on SV Model 基于随机波动模型的VaR的计算
- Using SV Model to Price Option and Measure its Risk SV模型下的期权定价和风险计量
- time varying long memory SV model 时变长记忆SV模型
- The Research and Applicaiton of Structure Change in SV Model SV模型的变结构研究及应用
- Intercept Change SV Model and Its Empirical Evidence in Shanghai Stock Market 变截距SV模型及其在上海股市的实证
- Standing by him was a model worker. 站在他旁的是一位劳动模范。
- Making small models requires manual skill. 制作小模型要手巧。
- I think I can get that special model for you. 我想我可以为你找到那种特别的型号。
- She has been held up as a model worker. 她被推举为模范工作者。
- He showed us a model of the new office building. 他给我们看了新办公楼的模型。
- He taught Tom how to make a model airplane. 他教汤姆作模型飞机的方法。
- John is repairing his model plane at his leisure. 约翰不慌不忙地修理着他的航模。
- The old sailor chipped out a tiny model boat. 那名老水手一点儿一点儿地削出一个小船模型。
- The luxury model gives a smoother ride. 坐这种豪华型汽车感觉很平稳。
