价格波幅
- 网络Price fluctuation;Range
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而所有这些因素中标的股票的价格和波幅对其价值的影响最大。
Among these factors , the price and volatility of the underlying stock contribute the most .
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给出了股价日内波幅的定义,并应用Copula方法得到了股票价格日内波幅和收益率的相依结构,以及两者之间的尾部相依系数。
The definition of intraday price amplitude was proposed . The dependence structure between return and intraday price amplitude was analyzed based on Copula technique , and the tail-dependence coefficient was obtained .
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收集了超过三十年的二手船价格数据,对价格波动的波幅、波频、周期、梯度进行详细分析,归纳出主要波动特征。
More than three decades of second-hand ship price data are collected . A detailed analysis of the volatility , wave frequency , period , gradient of price fluctuations has been done to summarize the main fluctuating characters .
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大宗商品的价格走势显示动荡迹象,昨日黄金价格震荡剧烈,波幅达2%,至940美元每盎司的水平,之后下跌稳定在933美元每盎司的水平。
Commodities are showing signs of unrest , Gold had a very volatile session yesterday , rising as much as2 % to $ 940 / oz levels before settling down around $ 933 / oz.