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- weighted realized variance 赋权已实现变差
- We can get realized variance by summing squared high frequency return.Similarly, we get the realized covariation by multiplying two assets’ high frequency return. 实际方差以及实际协方差估计量可以通过加总日内高频收益的平方或者协积来获得，理论上的研究表明这两个估计量具有良好的统计特性，诸如一致性和渐进正态性。
- Based on the unbiased estimate of realized variance under serially correlated noise proposed by Hansen &Lunde (2004b), we went a further step by deducing a measure of variance of noise. 本文基于Hansen &Lunde(2004b) 给出的在噪声序列存在相关性假设下的一种关于RV 的无偏估计, 进一步地推导出一种在此情形下估计噪声方差的方法。
- weighted realized bipower variation 赋权“已实现”双幂次变差
- The chair sagged down under the fat man's weight. 椅子经这胖人一坐便压弯了。
- The selection was weighted against me. 那次选拔对我不利55。
- Weighted Realized Range-based Volatility Based on High-frequency Data and Its Empirical Analysis 高频数据的加权已实现极差波动及其实证分析
- The weighted variance -R control charts can be used to skewed. 利用加权方差法建立的-R图,适用于控制广泛的一类偏态分布过程。
- A reliable car is worth its weight in gold. 靠得住的汽车就是无价之宝。
- She was weighted down with cares. 她心事重重。
- The stick had been weighted with lead. 这条棍子灌了铅增加了分量。
- She was weighted down with parcels. 她携带著沉重的包裹。
- The pillars have to support the weight of the roof. 这些柱子须承受屋顶的重量。
- The President swings his weight to get laws passed. 总统运用权力使法律获得通过。
- Realized Variance 已实现波动
- His opinion doesn't carry much weight. 他的意见没多少影响。
- Bananas are usually sold by weight. 香蕉通常按重量卖。
- The net weight of this jar of coffee is 180 grams. 这瓶咖啡净重180克。
- These fish vary in weight from 3 lb to 5 lb. 这些鱼的重量从3磅到5磅不等。
- The drunken man was a dead weight in my arms. 这个醉汉在我怀里死沉。
- 今日热词
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- 深远海浮式风电平台 - deep-sea floating wind power platform
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- 京雄高速公路 - Beijing-Xiongan expressway
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- 农业及相关产业增加值 - the added value of agriculture and related industries
