波动率聚集 是什么？
波动率聚集 The empirical tendency for large changes in financial markets to be followed by further large changes, and small changes by small changes, indicating persistence in volatility.
Source: CFA Institute, IFRS Foundation, FASB (GAAP), Basel III Framework
How is “波动率聚集” Used in Practice?
波动率聚集是金融计量经济学中的基本观察，支持在风险评估中使用GARCH模型。
Certification Exam Relevance
Who Needs to Know This Term?
- Financial Analysts
- Bankers
- Traders
Learn “波动率聚集” Free with Termify
Master 波动率聚集 and 4,071+ professional terms with native pronunciation, IPA transcriptions and career quizzes. 100% free, forever.
Download Free for iOSFrequently Asked Questions
波动率聚集 是什么？
The empirical tendency for large changes in financial markets to be followed by further large changes, and small changes by small changes, indicating persistence in volatility.
Where can I learn this term for free?
Termify is a 100% free professional English app that teaches 波动率聚集 and 4,071+ other industry terms with native pronunciation, IPA transcriptions and career quizzes. Available on iOS in 23 languages. No subscription, no credit card required.
Last updated: