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- The model reproduces a lot of stylized facts of the real stock market, such as fat tails and volatility clustering. 模型能够得出一系列与实际股票市场一致的典型事实,如收益率分布的胖尾特征以及波动率的聚集等。
- The artificial stock market can reproduce a lot of stylized facts of the real market, such as fat tails of the return and volatility clustering. 模型能够得出一系列与实际股票市场一致的典型事实,如收益率分布的胖尾特征以及波动率的聚集等。
- By using GARCH (1,1) model as an analysis method, we find that BDI return ratio series has an obvious volatility clustering effect, and then we analyze the reason for it. 通过使用GARCH(1,1)模型分析发现BDI收益率序列有明显的波动集聚效应并结合实际分析特别波动的原因。
- Empirical result shows that ARMA (1,1)-GARCH (1,1) model provide a successfully simulation by explaining strongly the volatility clustering, durative and leverage effects in enterprise bond markets. 结果表明ARMA(1,1)-GARCH(1,1)模型可以合理解释企业债券市场波动存在的持续性、丛集性和杠杆效应。
- A cluster of stars smaller than a constellation. 星群,星座比星座小的一簇星星
- Crowded or massed into a dense cluster. 丛生的,聚生的聚集成密丛的
- Volatility Clustering 波动集群性
- A cluster of small iron balls formerly used as a cannon charge. 葡萄弹,霰弹以前用作火包装填物的一簇小铁丸
- There was a little cluster of admirers around the actress. 女演员周围拥著一小群崇拜者。
- AUD/USD moves downwards with low volatility. 澳币/美元向下的动作与低波动。
- Does Stock Price Limits Reduce Volatility? 涨跌幅限制降低了股价波动吗?
- Forecasting Volatility In Stock Markets. 如何作股市的风险预测?
- Volatility can be measured in two ways. 衡量波动率有两种方法。
- Clustering is a major method of data mining. 摘要聚类是数据挖掘中的主要方法。
- Volatility in financial markets has declined. 金融市场的动荡降幅。
- Volatility is low, credit still plentiful. 市场上行情稳定,信贷充足。
- Thirdly, MOE is clustering the schools. 第三,教育部正把学校都组合起来。
- Volatility: A Study in Antipersistence. 发挥:对反面的研究。
- No checkpoint record was found in the cluster log. 群集日志没有发现检查点记录。
- Third, I want stocks that have a lot of volatility. 第三;我想;有很多股票的波动.