请达人帮忙翻译一段英文（非快译或网页） 翻译的好的再加分

来源：百度知道 编辑：UC知道 时间：2024/06/13 22:39:43
Financial time series returns frequently exhibit characteristics that render invalid common assumptions underlying the theory and practice of option pricing, portfolio optimization and value-at-risk (VaR) calculations. In particular, returns for a given instrument often exhibit time-varying volatilities and have non-Gaussian distributions, and for collections of instruments, the correlations between pairs of returns are time-varying and the multivariate distributions are non-Gaussian. Over the last ten years or so there has been considerable research on so-called generalized autoregressive conditional heteroscedastic (GARCH) models for dealing with these problems. Furthermore, the promised gains in using such models has led to software implementation of GARCH modeling capabilities, by both quantitative research groups in the finance industry and by commercial software developers.
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金融时间序列的回报经常呈现使同基本假设的理论与实践,期权定价, 组合优化和风险价值法( VaR )的计算无效的特点，特别是给文书的回馈常常是证物时变波动和非高斯分布之间对报税时变和多变量分布的非高斯分布。过去十多年, 定量研究团体利对所谓广义自回归条件异方差( GARCH模型)模型为处理这些问题有相当的研究，利用这种模式已经导致软件实现GARCH建模能力，应用与金融业和商业软件开发商所许诺的收益.
PS:最后1句有点小问题,专业术语比较多,孩请您检查.仅供参考,理解意思

财政时间数列回归频繁地陈列使无效共同的假定部下选择理论和实践定价的特征, 股份单优化和价值在风险(VaR) 演算。特别是, 回归为一台指定的仪器陈列时间变化的挥发性和经常有non-Gaussian 发行, 并且为仪器的汇集, 交互作用在对回归之间时间变化并且多维分布的发行non-Gaussian 。在过去十年期间或那么有是对所谓的广义自回归有条件heteroscedastic (GARCH) 模型的可观的研究为应付这些问题。此外, 被许诺的获取在使用这样模型导致了GARCH 的软件实施塑造能力, 由两个定量研究小组在财务产业和由商业软件开发商。