牡丹江师范学院学报（自然科学版）Issue(2)：13-16,4.
基于动态加权方法的收益率的波动率估计
Volatility Estimation of Return based on Dynamic Weighting Method
摘要
Abstract
A dynamic weighted volatility estimation method is proposed,which dynamically allocates weights based on the deviation of the data from the window mean.Empirical analysis shows that the volatility calculated by this method is more stable,with a smaller mean and standard deviation,and a lower maximum value,which can more accurately reflect the actual volatility characteristics of stocks.关键词
波动率/动态加权/极端值Key words
volatility/dynamic weighting/extreme values分类
数理科学引用本文复制引用
刘思彤,王立柱,杨光..基于动态加权方法的收益率的波动率估计[J].牡丹江师范学院学报（自然科学版）,2026,(2):13-16,4.基金项目
辽宁省自然科学基金项目(2024-MS-108) （2024-MS-108）
