波动率数值计算、波动性金融学外文翻译.doc

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译文(字数 3016):

(一) 波动性的界定

波动率是指变量随时间序列而呈现的扰动,是对某资产收益不确定性和风险的衡量指标。波动率通常用样本的标准差或方差来表示,样本标准差是描述样本二阶矩特征的统计量,表示样本的离中趋势,可作为风险的评价尺度(Markowitz,1952),并被广泛运用到金融资产的风险评价当中,故波动率在金融经济研究中是非常重要的变量,投资组合选择、资产定价以及风险管理都离不开对波动率的准确度量。经济学中,随机波动侧重指时间序列的随机部分(Andersen,Bollerslev,Kristofferson,Diebold,2005);而金融学中,随机波动性是指在一个连续的差分模型中随机维纳………………

 

外文原文(字符数 9969):

外文出处:Aktan, Bora; Korsakiene, Renata; Smaliukiene, Rasa / Journal of Business Economics and Management

First, on the volatility

(A)The definition of volatility

Volatility is the variable with the time series and showed the disturbance is of a capital gains measure of uncertainty and risk indicators. Volatility is usually the standard deviation or variance of the sample to represent the sample standard deviation is to describe the characteristics of the sample second moment statistics, said the trend away from the sample can be used as risk assessment scale (Markowitz, 1952), and is widely used risk assessment to which financial assets, so the volatility in the financial and economic research is a very important variable, portfolio selection, asset pricing and risk management are inseparable from an accurate measure of volatility. ………………

 

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