4. 广义笛卡尔积 (Extended Cartesian Product Extended Cartesian Product) z R – n目关系,k1个元组 z S – m目关系,k2个元组 z R×S – 列:(n+m)列的元组的集合 z 元组的前n列是关系R的一个元组 z 后m列是关系S的一个元组 – 行:k1×k2个元组
Standard Approach to Estimating Volatility (Equation 15.1 Define on as the volatility per day between day n-1 and day n, as estimated at end of day n-1 · Define, as the value of market variable at end of day i Define ui= In(S /Si-1)