非线性金融波动率模型及其实证研究

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1、天津大学博士学位论文非线性金融波动率模型及其实证研究姓名：耿立艳申请学位级别：博士专业：管理科学与工程指导教师：马军海20080801ABSTRACTHigll咖andhj曲riskapl)earsi咖lt锄eouslyiIl丘nallcialmarkets．111eriskiIlf_m锄cialassetsisusuallymea吼"edbyVolatilit)riIlthemodemfmancetlleory．Volatili够playsa11inlpoIrtantroleillsec嘶tiesvaluatioIl，portf01iooptilTlization，risk

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