To demonstrate that the indicator we propose is a good candidate for measuring risk,we investigate empirically the statistical properties of price range volatility on Standard and Poors 500 index.
鉴于传统指标的不足,提出用另一种指标—价格波动幅度变动率来度量市场风险。
PRICE RANGE VOLATILITY-A NEW INDICATOR FOR RISK MEASUREMENT
价格波动幅度变动率——一个新的市场风险度量指标
Price-range and Return Based Stochastic Volatility Model--with an Application to Chinese Stock Market Volatility;
基于日内价格幅度与回报的随机波动率模型
The wide price fluctuation In the International market reduce business difficult .
国际市场上大幅度的价格波动使得生意很难做。
On the Relation between the Value-type Input-output and the Price Rangeability;
价值型投入产出与价格幅度变动的关系
Research on the Relationship between the Fluctuations of RMB Exchange Rate and the Stock Price Changes
人民币汇率波动与股票价格变动的相关性研究
These stocks will be used to reduce or eliminate the wide fluctuations in commodity prices.
这些储存将用来减少或消除商品价格的大幅度波动。
The price administration authorities stipulated either a basic price or floating ranges.
价格管理机关规定基准价格或浮动幅度。
Historical volatility is the actual measure of futures price movement from the past.
历史波幅是对过去的期货价格运动的实际测量。
The Pricing of Exotic Options under Stochastic Volatility;
具有价格随机波动率的新型期权定价
The Pricing and Numerical Methods for Options with Stochastically Varying Volatility of Underlying Assets Price;
标的资产价格波动率随机变化的期权定价及数值方法
Correlation between Exchange Rate Fluctuation and Price Fluctuation of Real Estate;
汇率波动与房地产价格波动的关联分析
Empirical Study on the Effect of Interest Rate on Stock Price;
利率波动对股票价格影响的实证研究
On the Price Volatility Rate of Bond Market;
交易所债券市场价格波动率特性研究
Volume,Volatility and the Uniform Measure of Liquidity;
成交量、价格波动与流动性统一度量
The variation of a property of an electromagnetic wave or signal, such as its amplitude, frequency, or phase.
电磁波振动图系电磁波或信号的性质在振幅，频率或周相中的变化
An Analysis on the Correlation between the Concentrate Rate and the Price Fluctuation of Steel Products in China;
中国钢铁产品价格波动率与市场集中度关系分析
(of prices,trade,business activity)fall suddenly or greatly
（指价格、贸易、商业活动）突然或大幅度下跌或减少
Hardware have go up a lot in recent year, but our price have not changed much.
近几年，硬件价格涨幅很大，但是我们的价格变动不大。