实证检验中有多种方法用于衡量汇率风险,近年来由于发现汇率等金融时间序列具有随时间变动(time-varying)的波动特征,因而主要采用Bollerslev(1986)的GARCH模型估计出条件方差,以条件方差或其标准差衡量汇率波动性,以此作为汇率风险的...
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他强调资料仓 储是一个「主题导向 (Sbj ect-Ori ented)、 「完全整合 (I ntegrated)、 「随时间变动 (Ti me-Vari ant)、 以及「非暂存性 (Non-Vol ati l e) 的资料集合所构成, 用于提供企 业在决策过程的辅助支援。
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股票投资会随时间变动 stochastic volatility
微软和SAP都相信企业将可以选择在哪里进行计算,同时有计算地点随时间变动的灵活性。
Both Microsoft and SAP, for their part, believe that firms will want to have a choice in where to do their computing, as well as the flexibility to move things around over time.
涉及策略和规则的部分是决定控制是静态的,还是某些特征会随时间或其他业务变量而变动。
The part that involves policy and rules is deciding whether or not the controls can be static or whether some of the characteristics change over time or some other business variable.
模拟中,系统逐渐达到湍流状态,随着系统的不断演化我们发现如下事实:能谱指数随时间并不是不变的,而是在较宽的范围内变动;
After reaching a turbulent state, the system continues its evolution which exhibits that the energy spectrum index is not a constant instead of a wide range of changes in time.
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