This conclusion is proved in the volatility spillover effect model.
这一结论在波动溢出效应模型中也得到了验证。
If there is volatility spillover effect on growth, moderate volatility will promote growth.
如果波动性对于增长水平存在“溢出效应”，则适度经济波动将促进经济增长。
This paper is directed against the stock index futures market volatility spillover effects of study.
本文是针对股指期货市场的波动溢出效应所做的研究。
This paper is mainly directed against the stock index futures market volatility spillover effects of study.
而本文主要是针对股指期货市场的波动溢出效应所做的研究。
In other words, the direction of the mean and volatility spillover is from London spot gold to Shanghai spot gold.
也就是说，均值溢出与波动溢出的方向都是从伦敦现货黄金到上海现货黄金；
The paper makes use of Granger causality test and GARCH model to tests the return spillover and volatility spillover effect.
本文将利用两步法的GARCH模型对股票市场和权证市场的均值溢出和波动溢出进行检验。
Study on volatility spillover in financial markets is important for portfolio allocation, financial risk prevention, and related policy making.
金融市场中的波动溢出效应研究对资产组合配置、金融风险防范以及相关政策制定具有重要意义。
The volatility spillover effect between representative warrants in China warrants market and the underlying securities is examined using cross-spectral analysis.
通过互谱分析实证研究了中国权证市场具有代表性的权证与其标的证券之间的波动溢出效应。
This indicates that the world's major stock market indexes have significant volatility spillover effects on the Shanghai Composite index when the financial crisis occur.
这表明，在金融危机发生时，世界各主要股票市场的股指对上证综指存在显著的波动溢出效应。
Volatility spillover effect means that the volatility of a financial market is influenced not only by the historical volatility of its own, but also by the volatility of other markets.
波动溢出效应是指一个金融市场的波动不仅受到本身历史波动程度的影响，而且还可能会受到其他市场波动程度的制约。
Volatility spillover effect means that the volatility of a financial market is influenced not only by the historical volatility of its own, but also by the volatility of other markets.
波动溢出效应是指一个金融市场的波动不仅受到本身历史波动程度的影响，而且还可能会受到其他市场波动程度的制约。
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