提出了向量随机波动模型波动协同持续 ( common persistence in volatility)的定义 ,证明了波动协同持续与协整 ( cointegration)两者之间的等价关系 ;

提出了向量随机波动模型波动协同持续 ( common persistence in volatility)的定义 ,证明了波动协同持续与协整 ( cointegration)两者之间的等价关系 ;的英文翻译

基本释义

• In this paper, from the idea of common trend, we put forward the definition of co persistence in volatility of vector SV model, and establish the equivalent relationship between common persistence in volatility and cointegration.