stochastic volatility

常见例句

The paper introduces stochastic volatility (SV) model and its estimation method.
介绍了刻画波动特性的随机波动模型及其估计方法。
This paper researches the optimal consumption and investment decision problem when the securities prices follow geometric Brownian motion with stochastic volatility.
研究在证券价格服从一个带有随机方差几何布朗运动情况下的最优消费和投资问题。
Based on this we simulate the volatility features of the two kinds of yield rate time series and analyze their fitting results using the stochastic volatility models.
在此基础上利用随机波动类模型对两种收益率的波动性特征进行拟合，并对拟合优度进行分析。