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- 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。
- 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.
- This paper deals with the equivalent martingale measures for the stochastic volatility model. 摘要研究了随机波动率模型的等价鞅测度。
- The volatility of Chinese stock market is estimated based on the stochastic volatility model and Bayesian analysis using MCMC. 本文具体的研究内容与结论总结如下：（1）基于随机波动性模型和MCMC的贝叶斯分析方法估计了中国股票市场的波动性。
- This paper deals with the minimal entropy martingale measure and utility indifference pricing concerning a stochastic volatility model. 摘要本文研究了随机波动率模型的最小熵鞅测度和效用无差别定价。
- In summery, the theory and method of higher moments volatility modeling has been studied comprehensively.The theoretical system has been established primarily. 本文在前人研究的基础上，全面开展了高阶矩波动性建模理论与方法的研究，初步建立了高阶矩波动性建模理论体系；
- Historically an RCA model has been used to model the conditional mean of a time series, but it can also be viewed as a volatility model. 而我们最主要的诉求在于藉由改善传统最大化边界模型的一般化能力来改进分类学习的效果。
- Hobson and Rogers L G in 1998.Comparing with current sto- chastic volatility models,David'model has many advantages. Hobson and Rogers L G 于1998年引入一类新的随机波动率模型;与现有波动率模型相比;它有很多优点.
- Volatility Models: Constant Volatility Models, General Deterministic Volatility model, Hull & White Stochastic model of the Variance, Hoston Stochastic Volatility model. 波动模型：不断波动模型，一般确定性的波动模型，船体&白随机模型的差异， hoston随机波动模型。
- The single-factor models include the Vasicek model,the CIR model,and the CKLS model,ect. The two-factor models include the stochastic volatility model proposed by Gallant and Tanchen,and the stochastic mean model proposed by Balduzzi et al. 单因子短期利率模型包括Vasicek模型;CIR模型;CKLS模型等;两因子利率模型包括Gallant;Tanchen给出的随机波动率模型和Balduzzi等人的随机均值回复模型.
- Markov Switching Stochastic Volatility model MSSV模型
- Markov regime switching volatility model 马尔可夫结构转换波动模型
- nonlinear stochastic volatility model 非线性随机波动模型
- Standing by him was a model worker. 站在他旁的是一位劳动模范。
- Diana is modeling for a fashion show. 戴安娜正在时装表演会上当模特。
- 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。
