volatility coefficient 中文意思是什麼
volatility coefficient
解釋
揮發系數- 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。
- coefficient : adj. 共同作用的。n. 1. 共同作用；協同因素。2. 【數，物】系數，率；程度。
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In light of market risk, there are sensitivity measurement method and volatility measurement method as well as the concepts about risk measurement, such as variance, duration, 3 - coefficient, 5 - coefficient and value at risk. and in light of credit risk, there are accounting - based ratio measurement method and volatility - based measurement method, as well as the related concepts, such as credit rating, z - score, transition matrix, expected default frequency
其中，針對市場風險度量的方法包括靈敏度測量風險方法和波動性測量風險方法，與之相關的風險度量概念有方差、持續期、系數、類系數和在險價值；針對信用風險度量的方法包括基於財務比率的風險測量方法和基於波動性的風險測量方法，與之相關的風險度量概念有信用評級、 z分數、轉換矩陣、違約頻率。 -
Through examining these implications empirically, we find that : ( 1 ) price limits may destroy the co - integration of shanghai stock index and its volume ; ( 2 ) in the short rum, price limits increase the volatility of china securities market, but in the long run, stock market volatility trends down ; ( 3 ) under the limit up and down, it increases sharply firstly and then decreases step by step for the coefficient of variation of the day returns series in china securities market
通過實證檢驗得出如下結論： （ 1 ）實行漲跌停板制度回破壞上證指數與成交量的協整關系； （ 2 ）在短期內會使我國大市指數日收益率的波動增大，但在長期里波動率趨于下降； （ 3 ）實行漲跌停板制度之後，我國證券市場大市指數日收益率的變差具有先增后減的是趨勢。 -
Three different methods were proposed based on a k - vertex disjoint graph technique which was applied to the reassembly of image fragments : similar coefficient matching ( scm ), volatility gradient matching ( vgm ) and prediction pixel matching ( ppm ), to evaluate the candidate weights between any fragments
針對目前最優重組演算法中的關鍵技術- -鄰近權重選派技術，提出三種計算方法：相似系數匹配（ scm ） 、波動梯度匹配（ vgm ）和預測像素匹配（ ppm ） 。
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