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- weighted realized volatility 赋权已实现波动
- The research shows that the realized volatility and the realized covariance after taking logarithm have good normal distribution characteristics and the same long memory characteristics. 研究发现,“已实现”波动和“已实现”协方差取对数后具有良好的正态分布特性,相同的长记忆性。
- The paper extends realized volatility based on high-frequency data to realized covariance matrix based on multivariate high-frequency data, to describe volatility and correlation of multivariate. 把基于一维高频数据的“已实现”波动率扩展到多维高频数据情形,给出“已实现”协方差阵,并给出了协方差阵的极限性质,用以刻画多维金融变量的波动率和相关性。
- 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
- 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。
- 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。
- His opinion doesn't carry much weight. 他的意见没多少影响。
- adjusted realized volatility 改进“已实现”波动
- 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。
- realized volatility 已实现波动率
- 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。
