The empirical analysis suggests that although there is a bidirectional lead–lag relationship between the returns and the implied moments, the skewness and kurtosis of the implied RND Granger-cause the spot and futures returns more strongly than the returns do. In contrast, the implied volatility ...
lead-lag relationship 不同统计数列间的时滞变化关系相关短语 confidence belt (统计数学) 置信带 rolling readjustment (不同部门间经济活动) 交替调整 ream (纸张计数单位) 令 great hundred (一种计数单位) 一百二十 sound receiving room (隔声测量时受声的房间) 受声室 Markow's reflex (叩三四趾间足背时...
relationship n. 1.[C](人、团体、国家之间的)关系,联系 2.[C] 情爱关系;性爱关系 3.[U,C](事物之间的)关系,联系,关联 4.[U,C] 血缘关系;姻亲关系 lag v. 1.[I][lag (behind sth/sb)]缓慢移动;发展缓慢;滞后;落后于 2.[T][lag sth (with sth)]给(管道等)加防冻保暖层 n.[=time lag...
英文: Relationship Between Lead Stress and Growth 中文: 铅胁迫与黄瓜幼苗生长及内源激素关系的研究 英文: The Study on The Relationship Between Immunoglobulin、Blood Lead and Microelements on Occupational Lead Contacters中文: 职业性铅接触者免疫球蛋白和血铅与微量元素关系的研究 ...
5) Price lead-lag relationship 价格领先滞后关系 6) advanced vs. backward 先进/落后 补充资料:经济关系(见生产关系) 经济关系(见生产关系) economical relation 1 ingji gU口nxj经济关系(eeonomieal relation)系。见生产关 说明:补充资料仅用于学习参考,请勿用于其它任何用途。
采用反转交易策略的方法,构建了沪市A股滞后1～8周的互自相关系数矩阵,发现沪市A股存在与美国股市不同的互自相关关系和领先滞后结构。 4) lead-lag relationship 领先-滞后关系 5) lead lag effects 领先-滞后效应 6) Price lead-lag relationship 价格领先滞后关系 ...
网络领先落后关系 网络释义 1. 领先落后关系 ... ) Price lead-lag relationship 价格领先滞后关系 )Lead-lag Relation领先落后关系) lead-lag relationship 领滞关系 ... www.dictall.com|基于2个网页
Real world institutional factors, however, often create an emprical lead-lag relationship between alternative securities price changes. Current futures prices in one futures market would lead the change of current spot prices. Price discovery can be defined as lead-lag relationship and information f...
1. The lead-lag relationship between index futures and the cash index reflects the relative speed of incorporating new information in the two markets, and more importantly, its time-varying charact...
We further observe that the TOPS paths show an alternate lead-lag relationship instead of a dominance between the VIX and VIX futures in most of the time periods. Meanwhile, we find that the VIX futures have been increasingly more important in the price discovery since the launch of several ...