已实现波动率%stock_rd,stdrsp_cycletexpression,integerrealrsp_cycle@,计算已实现波动率sp_spn,stocksh000001sp_spn,cyclecy_dayreturnstock_rd,…

高频上行波动率%stock_rd,std_uprsp,texpressionnintegerrealrsp_cycle@,计算高频上行波动率sp_spn,stocksh000001sp_spn,cyclecy_dayreturnstock_rd,…

高频下行波动率%stock_rd,std_downrsp,texpressionnintegerrealrsp_cycle@,计算高频下行波动率sp_spn,stocksh000001sp_spn,cyclecy_dayreturnstock_rd,…

的值计算标准差sp_stdexp,的统计信息setsysparampn_stocksz000002,pn_dateinttodate,_stat:=array_stat:=,标准差sp_stdclose30,…

helpdocsearchcontenttslkeyword=stock_rd,varquottarget=quot_blankquot,_rd_var,已实现方差tdtdstock_rd,varrsp_cyclen,helpdocsearchcontenttslkeyword=stock_rd,skewquottarget=quot_blankquot,…

endt:=20220630tsetsysparampn_stocksz000002,pn_cyclecy,day//日线setsysparampn_dateendt,日的数据计算setsysparampn_stocksz000002,模型nday与sp_std进行计算得到,数据计算setsysparampn_stocksh600519setsysparam,…

我们提供sp_stdsp,stdpsp_varsp,varpsp_avedevsp,可以这么用codesp_stdclose,…

bs方法进行定价b_sofcoinoptiontype,sxrrfstdtreal,%实数类型@@std@@,期权进行定价returnb_sofcoin1,media2024-01-08_igyqnpdpfidoi2hcimage633,15083quottarget=quot_blankquot,…

b8%b1%ea_1quot,=quot_blankquot,_scholes_americacontracttype,sxrstdtq,db%d6%b5_1quot,contracttypeoptiontypesxrstdtq,contracttypeoptiontypesxrstdtq,contracttypeoptiontypesxrstdtq,…

华夏出版社p218页b_sofstockoptiontype,realxrealrrealstdrealt,无风险年利率%@@std@@,范例tcodereturnb_sofstock0,media2024-01-08_igyqnpdpfidoi2hcimage625,…