non volatility 中文意思是什麼

non volatility 解釋
無揮發性
  • non : adv 〈拉丁語〉非，不是 （＝not）。 non assumpsit 【法律】被告否認契約的答辯。 non compos mentis ...
  • 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。
  1. Because return of chinese security market is non - normal distribution, so we use garch - t model which can describe the time - variation of volatility and the high - peaked and heavy - tailed characteristics of return to calculate var value of market index. from empirical results we know that this model is efficient

    考慮到中國證券市場收益率序列分佈的非正態性，本文使用了既能描述方差時變性又能反映收益率分佈的尖峰、厚尾特徵的garch - t模型計算市場指數的var值，實證結果表明該模型是有效的。
  2. Q ( t ) ) dt + ( t ) dwtq ], and the interest rate of the riskless asset 、 the volatility rate and the dividend rate of stock are non - random functions of time, the pricing formula of two - points reset option is obtained by using martingale and stochastic analysis knowledge 。 following the thought of merton, chapter five depicts the asset price motion with ito

    Q （ t ） ） dt + （ t ） dwtq ] ，且無風險利率、股息率以及波動率為時間的非隨機函數，並藉助鞅和隨機分析知識給出了兩點重設型期權的定價公式。第五章按照merton的思想，用以下ito
  3. Solid state recorder based on flash has a number of remarkable advantages, such as, high capacity density, small dimension, low power consumption, low cost, non - volatility, endurance for shake and impulsion and wide - range temperature and so on. due to these merits, it has attracted the attentions of the researchers in the world

    基於flash （閃速存儲器）的固態大容量存儲器具有容量密度大、體積小、功耗低、成本低、掉電數據不丟失、抗震動和沖擊、溫度適應范圍寬等特點，因而受到了航天領域研究人員的廣泛關注。
  4. Granger received the nobel prize, because their cointegration theory had solved two difficult problems, the time - varying volatility and non - stationary in the time series analysis field. in this paper, will introduce the normal knowledge of cointegration theory, and emphatically depict the possibility of applying cointegration algorithm to condition monitoring and fault diagnosis for engineering systems, which are non - stationary processes. it is well known that non - stationary system behavior causes grave difficulties on system modeling and condition monitoring due to the time - dependent statistics

    2003年，諾貝爾經濟學獎頒給了在時間序列計量經濟學研究領域做出突破性貢獻的兩位美國經濟學家，羅伯特?恩格爾（ robertf . engle ）和克萊夫?格蘭傑（ clivewj . granger ） ，以表彰他們提出的協整理論解決了時間序列分析中的兩個難題，即異方差（ time - varyingvolatility ）與非平穩性（ non - stationary ） 。
  5. The empirical results show that stock returns are more volatile during exchange trading hours than during non - trading hours. french and roll consider three possible explanations for the observed variance pattern. ? high trading - time volatility is caused by public information which is more likely to be observed during normal business hours ; ? high trading - time volatility is caused by private information which is more likely to affect prices when the exchanges are open ; ? high trading - time volatility is caused by pricing errors that occur during trading

    對于股票收益在交易時刻波動明顯大於非交易時刻波動的現象， french與roll提出了三個可能的原因： ?在正常的工作日產生的公有信息導致高的交易時刻波動； ?私有信息導致高的交易時刻波動，並且只有在交易時刻影響價格； ?交易中產生的錯誤定價導致高的交易時刻波動。
  6. At the same time the clock chip pcf8563 and serial eeprom chip csi24c01 with reset and wdt circuit of i2c bus are used hi the system. they have not only provided the non - volatility data storage area, the supervision ability of power supply and mcu and the rtc, and its i2c bus structure has been simplified the circuit design

    同時在系統中還使用了護c總線結構的時鐘晶元pcf8563和內置reset 、 wdt電路的串列eeprom晶元csi24coi ，它們不僅提供了電源和微控制器的監控功能、不揮發性的數據存儲區、實時時鐘，而且其護c總線結構簡化了電路設計。
  7. Because we allow the size of the monetary base to be determined by the inflow and outflow of capital, through a clear and non - discretionary undertaking to buy and sell hong kong dollars for us dollars at a fixed exchange rate, we must be prepared for volatility in interbank interest rates and, as a consequence, volatility in deposit and lending rates for consumers

    根據金管局所作明確且無酌情考慮的兌換保證，我們會按照固定匯率以美元買入或賣出港元，因此貨幣基礎的數額會因資金流入及流出而增減。在此情況下，銀行同業拆息必然會波動，以致銀行客戶存貸利率也會波動。
  8. However, short - term capital flows, specifically into or out of the aggregate balance, given that we have to conduct non - sterilised foreign exchange intervention at levels bounded by the two - way cu, create interest rate volatility

    當然，在我們在雙向兌換保證范圍內進行非沖銷的外匯干預的情況下，短期的資金流向，特別是流入或流出總結餘的資金流向會引致利率波動。
  9. In this essay, firstly the author analyzes the predictability of time series from china ' s stock exchange using three kinds of methods : arma model, neural network model and non - parametric estimation and gives evaluation on their performances while at the same time puts forward some conclusions deserving attention from both stock exchange supervising department and stock traders. secondly, the author examines the assumptions closely on which the above - said methods base and gives a detailed discussion on them, especially using garch model to test quantitatively the stability of china ' s stock exchange, afterwards drawing the conclusion that it is hard to make accurate prediction of price or return rate of china ' s stocks for none of the assumptions fully holds ground. thirdly, taking account of the difference between chinese stock traders as a whole and that of developed countries, the author gives a thorough analysis on the complexity and volatility of its ( traders " ) reaction to information and points out that the intrinsic heterogeneous and volatile reaction to information is an important reason for the almost unpredictability of the price or return rate in china ' s stock exchange

    本文首先採用arma模型、非參數模型以及神經網路模型對我國股市時間序列進行研究，對三種方法在分析我國股市時間序列的表現進行評價，並得出了一些對監管部門以及股票交易者有借鑒意義的結論；其次作者對三種模型分析我國股市時間序列的前提進行了討論，特別是利用garch模型對我國股市的系統穩定性進行了量化檢驗，得出了前提難以滿足導致準確預測我國股市價格或收益率困難的結論；第三，考慮到中國股市股票交易者群體與發達國家股市股票交易者群體之間的差異，作者借用行為金融學的理論成果對我國股票交易者對信息反應的復雜性和易變性進行了詳細分析，指出股票交易者對信息反應的異質性和易變性是造成難以準確預測我國股市的一個重要原因，考慮到我國股市以散戶為主導的特性將長期存在，因此將行為金融學的研究結論納入對我國股市時間序列的量化研究具有重要的意義；最後，作者從唯理預測與唯象預測之間差異的角度出發，指出了唯象預測的缺點並對我國股市時間序列的研究方向進行了展望。
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