需要金幣:![]() ![]() |
資料包括:外文及翻譯 | ![]() |
![]() |
轉換比率:金額 X 10=金幣數量, 例100元=1000金幣 | 論文字數:見簡介 | ![]() | |
折扣與優惠:團購最低可5折優惠 - 了解詳情 | 論文格式:Word格式(*.doc) | ![]() |
譯文(字數 3117): 金融市場的波動往往表現出有序性,也就是說市場可能處于一種更具有一般性,普遍性的非均衡狀態。非均衡狀態是系統發展、進化的必要條件,一個開放、發展和進化著的系統往往是一個非均衡系統,均衡往往意味著靜止和死亡。波動率在金融經濟研究中是非常重要的變量,投資組合選擇、資產定價(包括原生資產和衍生資產)以及風險管理等都離不開對波動率的準確度量。金融波動往往表現出波動集聚性。………………
外文原文(字符數 10032): 外文出處: Ederington L H,Guan W. Is implied volatility an informationally efficient and effective predictor of future volatility[J]. Journal of Risk,2002 Financial market volatility tends to show the differentiation, meaning that the market may be in a more general, universal and non-equilibrium state. The non-equilibrium state of the system is the necessary conditions of system development and evolution of the system. A non-equilibrium system and balance often means static and death. Volatility in the financial economic research is a very important variable, portfolio choice, asset pricing (including the original assets and derivative assets) and risk management and all of the………………
|