实际波动率

股票月收益实际波动率的实证研究

Empirical Study on Monthly Realized Volatility of Stock Return

较为详细地阐述了国外对实际波动率研究的最新成果。

This paper clarifies the foreign latest result on realized volatility in detail .

金融资产价格的波动率的测度具有重要意义，实际波动率（RealizedVolatility）概念是近些年提出的用于测度市场波动率的新概念，在诸多方面具有优势。

The volatility measure of asset return is very important . The concept of realized volatility is proposed in the recent literature and has great advantage .

这是因为隐含波动率通常高于实际波动率。

This is because implied volatility is generally higher than realised .

证券市场实际波动率期限结构的实证分析

Empirical Analysis on Term Structure of Actual Volatility Rate in Securities Market

实际波动率以金融市场实际价格走势为准。

Realised volatility looks at the actual movements of prices in financial markets .

通过对实际波动率的效果图进行模拟，更加证明了实证分析结论的正确性。

Then modeling the effective drawing of actual volatility , the result testifies the correctness of empirical analysis .

实际波动率是近来新发展起来的一种日波动率的估计方法，它能对日波动率进行更准确的估计。

Realized volatility is an estimation of volatility developed recently , which is a more satisfying estimation of daily return volatility .

通常金融界采用平价期权的隐含波动率作为实际波动率，但这与市场的实际情况有较大偏差。

The finance circles usually use implied volatilities of the at-the-time options as the real ones which has a big deviation with the reality .

该齿轮支座实际反力波动率方程组所显示的严密的数学力学关系揭示了导致渐开线齿轮支座强迫振动的主要隐因素就是齿间滑动摩擦。

The close mathematical and mechanical relationships , which are described and expressed by the group of equations , reveal clearly that the main implicit factor leading to the forced vibration of the supports does be the sliding friction between teeth .

作者对渐开线齿轮机构运行过程中支座实际反力变化规律作了系统的剖析及研究，并推导出渐开线齿轮支座实际反力计算式及支座实际反力波动率方程组。

The author of this paper has made systematical analyses and researches on the changing laws of the actual reactions of the gear supports in operation , and derived the expressions for the actual reactions and a group of equations for calculating the fluctuation rate of the actual reactions .