释义 |
SV models 基本例句 随机波动模型 The results of empirical study indicate that theSV modelsbased on the heavy_tailed distribution account more adequately for the features of the return series and volatility of Chinese stock market than that based on the normal distribution.实证结果表明;厚尾分布的随机波动性模型较正态分布的随机波动性模型能更好地描述我国股市的回报与波动性的特征. In this paper, from the idea of common trend, we put forward the definition of co persistence in volatility of vector SV model, and establish the equivalent relationship between common persistence in volatility and cointegration.提出了向量随机波动模型波动协同持续 的定义 ,证明了波动协同持续与协整 两者之间的等价关系 ; |