The clearest measure of recent investor uncertainty is the VIX or volatility index, traded on the Chicago Board Options Exchange.
最近度量投资者们对市场的不确定性的最好方法是看看VIX即波动率指数，在芝加哥期权交易所交易。
The Vix, or volatility index, a measure of market preparedness for shocks, has been lower than in past peaks—though it shot up on September 17th.
衡量市场对意外冲击是否有所准备的波动指数VIX尽管在9月17日暴涨，仍然低于之前的峰值。
The Vix, or volatility index, a measure of market preparedness for shocks, has been lower than in past peaks-though it shot up on September 17th.
衡量市场对意外冲击是否有所准备的波动指数VIX尽管在9月17日暴涨，仍然低于之前的峰值。
Yesterday's close of 80.86 was the highest for the VIX, formally known as the Chicago Board Options Exchange Volatility Index, since calculations started in 1990.
昨天收盘时80.86的数值是VIX——芝加哥期权交易所波动性指数从1990年创立至今的最高值。
Despite the mild rally in US stocks, the VIX volatility index remained elevated near the 33% level, which is substantially above the 200-day moving average near 23%.
尽管美国股市温和反弹，VIX波动指数仍接近33%的水平，大大高于近23%，200天移动平均线是高架。
The VIX, a widely watched measure of market volatility that is often referred to as the 'fear index, ' shot up to its highest level since late 2002.
广受关注的的VIX市场波动指数--常常被称为“恐慌指数”--也达到2002年以来的最高水平。
The expected volatility of the Japanese stockmarket increased by 224% in the days following the quake, according to the VXJ index (see chart 1), before falling back somewhat.
根据VXJ指数，在地震过后，日本股市在稍有平复之前其预期波动增加了224%。
Some banks have started to sell tail-risk products. Deutsche Bank has created the ELVIS index, which generates returns when stockmarket volatility increases.
一些银行开始销售尾风险产品，德意志银行创造了Elvis指标，能够根据股市增长的波动性产生回报。
Natural plants oil has higher viscosity index, no poison, excellent bio-degrade ability, low volatility, better lubricity, and most important, it is a renewable resource.
天然植物油具有粘度指数高、无毒、具有极好的生物降解性、低挥发性、良好的润滑性，且属于可再生资源。
As the market developing, the trading volume has expanded greatly and the volatility of stock index become highly.
随着市场的扩大，整个市场的交易量与股价指数波动变化的幅度也随之扩大。
The paper constructs market confidence index and market activity index, and then analyzes the relations of these information variables and the volatility by dint of GARCH-M model.
在构建市场信心指数和市场活跃指数的基础上，借助于GARCH-M模型对市场的信息变量与波动性的关系进行研究。
Indeed, the OECD found a "consistent tendency" for greater volumes of index-fund trading to sit alongside declining volatility.
其实，经合组织发现更大量的指数基金交易的“持续倾向”总是与降低不断降低的波动性一致。
To do so the BCG index takes into account investment in health, education and infrastructure as well as more unusual measures such as the volatility of GDP growth and inequality.
为此，BCG指数计入健康、教育和基础设施以及GDP增长波动和不平等之类更为不寻常的指标。
This paper simulates the volatility of Shanghai stock index by ARCH Models and the result shows that GARCH (1, 1) model is effective in the simulation of the volatility of Shanghai stock index.
利用ARCH类模型对上证指数的波动进行了拟合，结果表明GARCH（1，1）模型对上证指数波动具有较好的拟合效果。
On the other hand, trading volume and volatility are crucial index of risk control for future exchanges. Consequently the research in this area can help us improve the risk management.
另一方面，成交量以及波动率是期货交易所进行风险控制的重要指标，这方面的研究有助于提高风险管理水平。
Empirical results on Chinese stock market indicate that stochastic volatility model based on the two index outperforms those based on one index in capturing volatility character and market risk.
利用中国股市数据进行的实证结果表明，与单测度指标的随机波动率模型相比，基于两个测度指标的随机波动率模型能更好地描述股票市场波动率和市场波动风险。
The measurement of change points in stock index time series is an important issue in the stock index volatility research area.
股指时间序列突变点的检测是股指波动规律研究领域中的一个重要问题。
To demonstrate that the indicator we propose is a good candidate for measuring risk, we investigate empirically the statistical properties of price range volatility on Standard and Poors 500 index.
鉴于传统指标的不足，提出用另一种指标—价格波动幅度变动率来度量市场风险。
According to the stepwise regression to stock return rate and the correlated analysis, it is proved that the Eva index can well explain the volatility of stock price and evaluate...
通过对股票收益率进行逐步回归和相关性分析，实证结果表明EVA指标能较好地解释股价波动和衡量公司业绩。
The empirical results suggested that the correlation and volatility ratio between index futures and spot vary over various time scales.
进一步研究表明，波动性和相关性的多尺度变化导致了最小方差对冲比率及对冲效率呈相似规律的多尺度变化。
Finally, through mathematical models and empirical analysis we will discuss the cost impact on trading volume and volatility in stock index futures market.
最后，通过建立数理模型、实证分析来说明交易成本对股指期货市场交易量和波动性的影响。
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。
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。
By the tools, volatility and GARCH model, this chapter chooses the stock market of Taiwan and Japan as the study objects to test the effect of introducing stock index futures.
运用波动率和GARCH模型两个工具，结合所获得数据的具体情况对日本和台湾进行实证分析，分析股指期货推出前后股票现货市场的波动情况。
By the tools, volatility and GARCH model, this chapter chooses the stock market of Taiwan and Japan as the study objects to test the effect of introducing stock index futures.
运用波动率和GARCH模型两个工具，结合所获得数据的具体情况对日本和台湾进行实证分析，分析股指期货推出前后股票现货市场的波动情况。
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