The simulated price through bivariate GARCHSK-M model is very close to the true price, which tells us the dynamic CAPM with higher moments is worth to trust. 將由高階矩動(dòng)態(tài)資本資產(chǎn)定價(jià)模型即由高階矩風(fēng)險決定的資產(chǎn)價(jià)格水平與真實(shí)價(jià)格水平進(jìn)行對比，發(fā)現二者之間吻合程度較高，取得了較好的定價(jià)效果。
Estimations of the moments of the hitting time by Brownian motions on general Riemannian manifolds are also obtained. 估計了一般黎曼流形上的布朗運動(dòng)關(guān)于球面擊中時(shí)的各階矩。
