The authors analyzes the predictive power of implied skewness and implied volatility derived from Chicago Mercantile Exchange options on Euro FX over the year 2004.
文章利用2004年芝加哥商品交易所的美元-欧元期货期权的信息,分析了其隐含偏度和隐含波动率在预测短期汇率中的效力。
The conflicts between limited wireless resource and emerging video services can be resolved using a novel embedded autoregressive (EAR) video source model, which was developed from the theorem that the cubic root of gamma distributed variable has a normal distribution.
在无线移动通信领域中 ,为提高接入控制中对速率预测的精度 ,作者提出了一类新的视频信源模型——隐含自回归模型。
This thesis uses a mean-variance model with inflation and monetary policy factors, together with latent variables to test China bond market.
本文借鉴借鉴国内外学者的研究成果,通过VAR模型和隐含变量模型的有机结合,将具有代表性的宏观经济变量引入到传统金融学的债券市场收益率模型中,对中国债券市场收益率与中国经济增长、通货膨胀、货币政策工具的关系进行研究,并考察加入宏观经济信息能否增加模型对债券市场收益率及其利率期限结构的预测效力。
