波动度

本文以沪深两市A股指数为样本，采用GARCH（1,1）模型，研究收益波动度的性质特征，并探讨两市场波动度的相关关系。

Based on the Index of Stock A both in Shanghai and Shenzhen Stock Exchanges , and by using the GARCH ( 1,1 ) model , this paper studies the return volatility 's characteristics and explores the relative relations between the two stock exchanges .

研究表明响度和尖锐度是影响摩托车声音品质的主要因素，而粗糙度和波动度对声音品质的影响不大。

Loudness and sharpness are of great importance to the sound quality of a motorcycle while roughness and fluctuation strength is of little importance .

本文给出一种ISE准则函数积分值的修正等价公式，可用以确定给定值系统2/3阶过程模型的最佳参数波动度。

For determining the optimal ripple degree of a 2 / 3 order process model of set point system , the author gives here a corrected equivalent formula for the integral value of ISE criterion function .

多剂量服药达稳态后两制剂的波动度分别为（121.9±37.1%）和（133.2±40.6）%。

For the multiple dosing , the degree of fluctuation ( DF ) was ( 121.9 ± 37.1 ) % and ( 133.2 ± 40.6 ) % , respectively .

首次证明了给定值系统的最佳波动度是应在0.2874±△的范围内选择。

It is shown for the first time by the author that the optimal ripple degree of the set point system must be set in the range of 0.2874 ±△ .

本文通过上述的实证研究方法，分析了下列三个问题：1.中央银行的三次基准利率的调整对上证A股市场不同行业的日收益率及波动度是否有影响；

Firstly , did there exist the effect of the different industries ' the rate of return per day and volatile in SSE 's A Share , when the central bank changed the interest rate .

当随机市场需求规模服从对数正态分布时，市场需求的波动度对投资决策的作用受成本节约效应和已安装生产容量的影响是不确定的。

For the case that the stochastic market demand follows a lognormal distribution , the impacts of the uncertainty over the market demand on R & D investment decisions are ambiguous , which are influenced by the cost-reduction effect and the installed capacity .

在分析股市波动标度无关性及其非趋势波动分析DFA算法基础上进行了应用研究，（i）将DFA推广为动态递推算法；

On the bases of scaling of stock fluctuation and detrended fluctuation analysis ( DFA ) the application is researched , empirical scaling exponent of stock market is calculated . (ⅰ) spread DFA into dynamic recursion algorithm ;

稳增长是为了保就业，调控的下限是比较充分的就业。随着总量扩大，经济增长的就业容量扩大了，对波动的容忍度也提高了。

The government 's important goal of maintaining stable growth is to ensure employment , and the floor of the proper range is to ensure relatively adequate employment .

Hurst指数能描述时间序列波动的标度属性，能判断时间序列的非随机性，它的大小反映时间序列持续性或反持续性的强弱。

Hurst exponent could describe scale feature of time series fluctuation and estimate its non-randomness . Its value can reflect the strength of the persistent or anti-persistent .

股市波动的标度无关性算法及应用研究

Study of scaling and application in stock market fluctuation

深沪证券市场股价波动的浑沌度及其调控方法

The chaos degree of both Shenzhen and Shanghai stock markets and its controlling methods

资产波动多标度自相似性和层次结构特征

Multiscale Self-Similarity and Hierarchy Properties of Asset Volatility

并讨论纸机改造合同所确定的纸张纵横向定量波动、纸张匀度、平滑度两面比值和IGT拉毛速度等质量指标的保证值是否得宜。

Some performance indexes defined in the contract of the PM rebuild , including basic weight variation in the MD and CD profile , formation , the ratio of two-side smoothness values and the surface strength of paper ( IGT test ), were also discussed .

温度、流速波动对测量准确度影响大。

Lower accuracy with fluctuation of temperature and flow velocity .

目的通过双胞胎资料研究人群不同时段血压的波动趋势和遗传度。

Objective We studied the blood pressure heritability and wave trend of the different period of time through sib pairs datum .

现有心理声学参量主要包括响度、尖锐度、波动强度、粗糙度、音调、语言干扰级和清晰度指数等。

Psychoacoustic metrics include loudness , sharpness , fluctuation strength , roughness , language interference level and the clarity index and so on .

实际测试效果，工作频带宽，带内增益波动小，线性度高，语音通信通话清晰、通讯稳定。

Actual test results , frequency band , with small fluctuations in gain , linearity and high , clear voice calls , communication and stability .

其中，压力波动对人体舒适度的影响，已成为高速铁路发展所要面临和解决的重要问题。

Among them , the comfort effect of pressure waves on human body has become an important issue to be faced and solved by the development of high-speed railway .

本文就分户采暖与传统采暖进行了对比，对分户采暖的热力工况进行了理论分析，给出了室温波动与水力失调度关系的数学模型；

The thesis contrasts the individually residential heating with traditional heating and analyzes the thermal regime of individually residential heating in terms of theory , thus gives mathematics model of relationship between room temperature fluctuation and degree of hydraulic misadjustment ;

从地震波能量理论出发，给出了波动方程地震照明度计算方法。

Specially , we studied the energy field and propagation features of seismic waves with complicated near-surface and complex structure models . ( 3 ) Start form the theory of seismic wave energy , the calculation method of illumination intensity of wave-equation is educed .

研究发现，利用真实波动性观念的日内报酬率数据的确能带来较有用的信息，就波动性预测准确度而言，整体上以IntradayGARCH（1,1）模型最好；

Empirical results show that utilizing the concept of realized volatility , intraday returns to provide more useful information . In terms of predictability , the Intraday GARCH ( 1,1 ) models are the best overall .