1、

We also utilize the test statistic to construct the estimators for the number, locations, and jump sizes of the change points in volatility. The asymptotic properties of these estimators are derived.

我们构造了变点的个数、位置以及跳跃幅度的估计量,并且给出了这些估计量的渐近性质。

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2、

The ability of the marginal manager offering a load fund is decreasing in the number of type low investors and in the relative volatility ( risk) of the liquidity needs of type high investors;

负担基金管理者的边际能力相对于低流动性需求投资者的数量和高流动性需求投资者的风险而言是递减的;

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3、

however, from the views of the absolute value number of days between the actual failure and the expected failure, the adjustment realized volatility based on student t distribution is best.

但是从实际失败天数与期望失败天数的绝对值之差来看,基于学生T分布的调整已实现波动效果最好。

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