volatility process 中文意思是什麼

volatility process 解釋
揮發法
  • volatility : n. 1. 揮發性；揮發度。2. 輕快，快活。3. 變動不止，反復無常；輕浮。
  • process : n 1 進行，經過；過程，歷程；作用。 2 處置，方法，步驟；加工處理，工藝程序，工序；製作法。3 【攝影...
  1. Sige simox : oxygen ions with high dose were implanted into sige grown directly on silicon substrate for the first time, and sige - oi novel structure was formed successfully with additional high temperature annealing ; it has been confirmed that oxygen implantation with 45kev, 3 1017cm - 2 and annealing at 12500c in ar + 5 % o2 for 5 hours, are fit for the formation of sige - oi structure ; ge loss during the high temperature annealing has been observed, which is originated from ge volatility and ge diffusion ; it has been proposed to use nanoporous layer induced by h + / he + implantation to surppress ge diffusion and to use surface oxidation to overcome the upper limit of sige simox. sige smart - cut : hydrogen ions were implanted into sige material and followed by high temperature process ( 4000c to 7000c ) ; blistering study was done and suggested the possibility of sige layer transfer by smart - cut technology ; it is concluded that the bubble formation is easier in sige than in si, and the strain in sige / si and the difference of binding energy in sige and in si could possibly contribute to this effect. behavior of sige / si implanted with hydrogen : gave a detailed study on sige implanted by beamline or phi hydrogen implantation ; it has been found that great strain is introduced into sige by hydrogen implantation and this strain could be alleviated by high temperature annealing ; both for conditional beamline implantation and piii hydrogen implantation, 600 is appropriate for the post - implantation treatment

    Sige - simox工藝方面：首次採用硅（ 100 ）襯底上直接外延的100nm厚sige的樣品中注入高劑量的o離子，通過退火處理成功制備了sige - oi新結構，即sige - simox工藝，證實了以45kev注入3 10 ~ （ 17 ） 7cm ~ （ - 2 ）劑量的氧離子，隨后在氧化層的保護下經1250 ， ar + 5 o _ 2氣氛的高溫退火（ 5小時）過程，可以制備出sige - oi新型材料；實驗中觀察到退火過程中的ge損失現象，分析了其原因是ge揮發（ ge通過表面氧化層以geo揮發性物質的形式進入退火氣氛）和ge擴散（ ge穿過離子注入形成的氧化埋層而進入si襯底中） ，其中ge擴散是主要原因；根據實驗結果及實驗中出現的問題，對下一步工作提出兩個改進的方案：一是通過在si襯底中注入適量h ~ + / he ~ +形成納米孔層來阻斷ge擴散通路，二是可以通過控製表面氧化來調節安止額士淤丈撈要表面sige層中的ge組分，從而部分解決sige
  2. Provided that stock price process is a jump - diffusion process, the rate of return and the volatility are functions of time, the pricing formula of exponential european jump option can be obtained with the principle of equivalent martingale measure

    摘要假定股票價格過程服從跳躍擴散過程，且無風險利率，股票收益率、波動率均為時間函數，利用等價鞅測度方法得出了支付函數為冪型的歐式期權定價公式。
  3. First, there is no specific parameter for quantization ; second, the effects of transaction fee are ignored ; third, because these models are equilibrium models, they can ’ t reveal many of the prosperities observed in empirical markets, such as fat - tails, long - range correlations in volatility, etc. in the process of i study financial economics, when the teacher xu jia - gen to speak the price of the stock market to visit the distance examination and the artificial intelligence models, i think, if mathematics combines with the calculator. ( i studied mathematics four years in the southwest normal university ). the stock market price exercise regulation will easily confidence

    首先，沒有用具體的參數來量化股市的行為，其次，它們都忽略了交易費對股市的影響，第三，由於這些模型都是均衡模型，無法展示實際市場回報分佈的特點，諸如「肥尾」現象、集群波動等。在我學習金融經濟學的過程中，徐加根老師講到股票市場價格的遊程檢驗與人工智慧模型時，我想，如果數學與計算機的結合（在西南師范大學學習了四年數學） ，股票市場價格運動規律就容易把握了。
  4. In addition, in view of the tendency of exchange rates to overshoot their equilibrium values, the adjustment process may create unnecessary volatility

    此外，由於匯率通常會過度調整至超過其均衡值，因此調整過程可能會帶來不必要的波動。
  5. An empirical research on the influencing factors of long memory of volatility process in chinese stock market

    中國股市波動過程長期記憶性影響因素研究
  6. In chapter 2, we summarize the commonly process of the modeling using garch family models systemically. we establish garch 、 garch - m 、 tarch 、 egarch and garch - t models on return series, then use these models to analysis some volatility characters, such as high apex and thickness tail, permanence of volatility, the relation between return and risk and the asymmetry of volatility etc, lastly, we study the volatility forecast of the garch family models

    第二章中，我們系統總結了garch族模型建模的一般步驟，分別運用garch 、 garch - m 、 tarch 、 egarch和garch - t模型對收益序列進行了建模，對波動性的高峰厚尾特徵、波動的持久性、收益與風險的關系以及波動的非對稱性等特徵進行了分析，最後對garch族模型的波動預測進行了分析。
  7. For a financial instrument whose price follows a wiener process, the volatility increases by the square - root of time as time increases

    對於一個服從維納過程的金融工具來說，波動性和時間的平方根成正比。
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