需要金幣： 500 個(gè)金幣 |
資料包括：外文及翻譯 |  |
 |
| 轉(zhuǎn)換比率：金額 X 10=金幣數(shù)量， 例100元=1000金幣 | 論文字?jǐn)?shù)：見簡(jiǎn)介 |  | |
| 折扣與優(yōu)惠：團(tuán)購(gòu)最低可5折優(yōu)惠 - 了解詳情 | 論文格式：Word格式(*.doc) |  |
譯文（字?jǐn)?shù) 3016）： (一) 波動(dòng)性的界定 波動(dòng)率是指變量隨時(shí)間序列而呈現(xiàn)的擾動(dòng)，是對(duì)某資產(chǎn)收益不確定性和風(fēng)險(xiǎn)的衡量指標(biāo)。波動(dòng)率通常用樣本的標(biāo)準(zhǔn)差或方差來表示，樣本標(biāo)準(zhǔn)差是描述樣本二階矩特征的統(tǒng)計(jì)量，表示樣本的離中趨勢(shì)，可作為風(fēng)險(xiǎn)的評(píng)價(jià)尺度(Markowitz，1952)，并被廣泛運(yùn)用到金融資產(chǎn)的風(fēng)險(xiǎn)評(píng)價(jià)當(dāng)中，故波動(dòng)率在金融經(jīng)濟(jì)研究中是非常重要的變量，投資組合選擇、資產(chǎn)定價(jià)以及風(fēng)險(xiǎn)管理都離不開對(duì)波動(dòng)率的準(zhǔn)確度量。經(jīng)濟(jì)學(xué)中，隨機(jī)波動(dòng)側(cè)重指時(shí)間序列的隨機(jī)部分(Andersen，Bollerslev，Kristofferson，Diebold，2005)；而金融學(xué)中，隨機(jī)波動(dòng)性是指在一個(gè)連續(xù)的差分模型中隨機(jī)維納………………
外文原文（字符數(shù) 9969）： 外文出處：Aktan, Bora; Korsakiene, Renata; Smaliukiene, Rasa / Journal of Business Economics and Management First, on the volatility (A)The definition of volatility Volatility is the variable with the time series and showed the disturbance is of a capital gains measure of uncertainty and risk indicators. Volatility is usually the standard deviation or variance of the sample to represent the sample standard deviation is to describe the characteristics of the sample second moment statistics, said the trend away from the sample can be used as risk assessment scale (Markowitz, 1952), and is widely used risk assessment to which financial assets, so the volatility in the financial and economic research is a very important variable, portfolio selection, asset pricing and risk management are inseparable from an accurate measure of volatility. ………………
|
