hign moments

英 美
  • 高阶矩
  • moments n.片刻名词moment的复数形式.
    1. The simulated price through bivariate GARCHSK-M model is very close to the true price, which tells us the dynamic CAPM with higher moments is worth to trust.
      将由高阶矩动态资本资产定价模型即由高阶矩风险决定的资产价格水平与真实价格水平进行对比,发现二者之间吻合程度较高,取得了较好的定价效果。
    2. Estimations of the moments of the hitting time by Brownian motions on general Riemannian manifolds are also obtained.
      估计了一般黎曼流形上的布朗运动关于球面击中时的各阶矩。