收益率測驗 的英文怎麼說

中文拼音 [shōuyìlǜcèyàn]
收益率測驗 英文
yield test
  • 收 : Ⅰ動詞1 （把攤開的或分散的事物聚集、合攏） put away; take in 2 （收取） collect 3 （收割） harvest...
  • 益 : Ⅰ名詞1 （好處） benefit; profit; advantage 2 （姓氏） a surname Ⅱ形容詞（有益的） beneficialⅢ動詞...
  • 率 : 率名詞（比值） rate; ratio; proportion
  • 測 : 動詞1. （測量） survey; fathom; measure 2. （測度; 推測） conjecture; infer
  • 驗 : 動詞1. （察看; 查考） examine; check; test 2. （產生預期的效果） prove effective; produce the expected result
  • 收益率 : earning rate
  • 收益 : income; proceeds; profit; earnings; gains; avails; gainings
  • 測驗 : test; trial run; examination; testing
  1. In the years of errors and corrections respectively, through the empirical analysis on stockjobbing amount and price, it researches there ' s no difference on studied sample and control sample in appointed areas, and the investors of our securities business have no specially attention on these information. on the other word, we validate the corrections of accounting errors have no market conductibility. later, it analysis the reasons

    分別在會計差錯的發生年度和差錯的更正年度中，通過測試和控制樣本的股票交易量、平均超額收益率和累計超額收益率在報表公布日前後各30天的時窗內的檢驗，說明我國證券市場的投資者對這類信息未予以特別關注，即我國上市公司的會計差錯及其更正行為不具有市場傳導效應，並進一步從理論上分析了這種現象產生的原因。
  2. On the base of studying imaging theory of lens, the imaging theory of laser confocal scanning microscopy was analyzed in detail in this paper, and the advancement of that the optical fiber was applied to the system was described ; on the base of completed the demonstration for whole project, the experiment scheme was designed ; the relationship between the main parameters of key devices and the resolution was deduced, and the requirements of coupling efficiency and vignetting effects to optical system was analyzed ; the design of optical system and the planar scanning controlling circuit was completed ; a new method was put forward to resolved the inherent non - liner scanning problem of the galvanometer scanner by using software liner controlling in circuit design, and the perfect planar scanning was realized ; at last the low noise, high multiple and non - distortion amplify circuit of photoelectric detector was completed

    本文在透鏡成像理論的基礎上，系統、深入地分析了共焦掃描顯微成像的機理，論述了應用單模光纖的激光共焦掃描顯微成像系統的優點；進行了總體方案的論證，並設計確定了單模光纖激光共焦掃描顯微成像系統的總體方案；從理論上推導分析了解析度要求與試驗系統中相關器件主要參數之間的關系，分析了系統耦合效率和漸暈現象對光學系統的設計要求；完成了方案中光學系統和二維掃描控制電路的設計，並在電路設計中採用了用軟體解決檢流計式光學掃描器（振鏡）非線性問題的新方法，能夠實現較為理想的二維模擬掃描；完成了高增益、低噪聲和低失真的探測接收系統的設計和調試。
  3. Then we define criterions including a series of software practice process and method and tools, which are also fit most of home software corporation to application software exploration and fit them to improve their software exploration engineering management before passing evaluation of cmm. the criterions we defined using a series normative process and document to engineer software exploration, which include " project management criterion ", " configuration management criterion ", " software test criterion ", " document writing criterion ", " software exploration and maintenance criterion ", ' software life cycle guide ", etc. " project management criterion " defines area and principle of software research management, which is practiced to manage the people, technology, resources, software, process and so on to improve efficiency and to ensure quality and increase income

    《項目管理規程》定義軟體研發管理的范圍、原則，通過實施該規程來對項目中的人員、技術、資源、軟體、過程等進行全方位的管理，一西南石油學院碩卜學位畢業論文以達到提高效率、保證質量、降低消耗、增加收益的最終目的; 《配置管理規程》 ，通過實施該規程對項目開發過程中的所有資源進行控制; 《軟體測試規程》定義對軟體系統測試所用工具、過程和責任: 《文檔編制規程》提供滿足國家《計算機軟體文檔編制規范gb8567 》標準的各種文檔模板來建立統一的文檔編制規范; 《軟體開發和維護規程》定義了軟體開發過程以及採取的方法和工具; 《軟體生命周期指南》 ，根據軟體項目管理的經驗，將典型軟體過程形成軟體過程模型，用於指導以後軟體周期的選擇; 《年度公司規劃》 ，對需要公司總體安排的資源統一調度的過程。
  4. The paper accounts the importance and the necessity of the forecasting research to the stock return volatility of our country, and the use in practice of the forecasting about the stock return volatility, firstly, stock market of our country is divided into large scale stock 、 middle scale stock and small scale stock on the basis of stock size. secondly, according to the basic method of the mathematical statistics ， the behavior of the return volatility about single stock is described by using the model of the rolling variance estimates 。 through the relation of daily returns volatility and weekly returns volatility and the forecasting accuracy of the volatility forecasting model to various stock scale ， we do practical analysis with the forecasting research to return volatility of single stock market

    在個股收益波動性的可預測性研究方面，首先按市值規模大小將我國股票分為大盤股、中盤股和小盤股，然後利用數理統計的基本方法，用滾動樣本方差估計模型描述個股市場收益波動性的行為，並對三種股票日收益率序列及周收益率序列波動之間的關系以及波動預測模型對各種股盤的預測準確性進行了實證分析和結果檢驗。
  5. Secondly in enterprise valuation cost method should proceed with book value of the financial statement, regard market value as adjusting orientation and reduce application range of cost method. when income method is adopted, four principles should be paid attention to : a : stage - by - stage income model should be used which is made by early stage income current value added by later stage income increase. b : net profit and net cash flow should be the majority of income volume

    其次為：企業價值評估採用成本法應從財務報表的賬面價值入手、以市場價值為調整目標、減少成本法的應用范圍；採用收益法應以前期收益現值加後期收益額遞增的分階段收益模型，收益額以凈利潤、現金凈流量為主，收益預測以企業未來發展潛力分析為前提的銷售收入預測為主導，折現率堅持不低於無風險報酬率等四項原則，系數以回歸方程的測算為主；市場法中參照物企業選取應以同行業企業為基準、擴大數據來源，注重評估比率可靠性驗證、利用多種比率的配合等。
  6. Among others, the probability analysis approach has difficulty in deciding objective probability, and thus it is necessary to obtain subjective probability through expert empirical prediction, modify it by the bayesian formula and get a posteriori probability, and substitute it for objective probability in risk measurement and risk premium calculation

    其中，概率分析方法在應用中就存在客觀概率不易確定的難點問題，因此需用專家經驗預測法得到主觀概率后，利用貝葉斯公式加以修正並獲得后驗概率，再用后驗概率代替客觀概率進行風險的度量及風險收益的計算。
  7. Then, this paper empirically tested the validation and predictive accuracy of different var risk management model in the domestic financial market. finally, with the analysis of modem financial risk management development trend and the current domestic financial risk management situation, this paper made a prospect for the application of this model in the construction of domestic financial risk management system. through the analysis, the main conclusions are as follows : ( l ) the traditional mean - variance model is the special example of the portfolio selection based on the var risk management model for the case that the returns of the portfolio are assumed to be normally distributed ; compared with the mean - variance model, the var risk management model is more comprehensive and accurate in the measurement of the portfolio risk, so based on the var model, the investors can allocate the asset more effectively. ( 2 ) the var risk management model can provide the timely and comprehensive risk information for the top risk manager, so it is very helpful to the improvement of total risk management efficiency. ( 3 ) based on the var model, the raroc performance valuation approach can reflect the real performance of the portfolio manager and provide the coherent standard for the allocation of risk limitation and the construction of the incentive compatibility constraint mechanism in the financial instiutions

    通過研究分析，本文主要得出如下結論： （ 1 ）傳統的markowitz均值? ?方差模型僅僅是在資產組合收益率正態分佈假設條件下基於var風險管理模型進行資產組合選擇的特例，與均值? ?方差模型中的方差風險度量方法相比， var風險管理模型能夠更全面、更貼切地衡量資產組合的風險，且基於此模型能夠更有效地進行資產配置決策； （ 2 ） var風險管理模型能夠滿足更高層次風險管理者對風險信息的需求，有助於整體風險管理效率的提高； （ 3 ）基於var風險管理模型的raroc績效評價能夠反映資產組合管理人的真實業績，從而為金融機構風險限額的分配和激勵約束機制的制定提供統一的標準； （ 4 ）國內證券市場資產組合收益率服從正態分佈的假設明顯不成立，實證檢驗表明基於資產組合收益率正態分佈假設條件下的方差? ?協方差模型對國內資產組合風險的預測存在較大的偏差，由於文中證明在收益率正態分佈假設條件下基於方差? ?協方差模型進行資產組合選擇的結果等價于markowitz的均值? ?方差模型，因此，均值? ?方差模型對國內資產組合風險的預測同樣會存在著較大的偏差，而半參數var風險管理模型則能夠取得較好的預測衡量效果； （ 5 ） var風險管理模型符合未來金融風險管理的發展趨勢，基於var風險管理模型建立內容提要風險限額內控體系、風險信息披露體系和業績評價體系，並進行金融監管，將有助於國內金融機構內部風險管理方法和外部監管技術跟上國際金融風險管理的發展潮流。
  8. Then based on the practical test technique of emt, it checks up whether chinese securities market is at weak - form - market phase by analyzing that whether the price is random whether the yield can be forecasted by the characters of company, whether the information lingeringly or overly reacts and whether the technical analysis is efficient. the result expresses that the securities market has not reach weak - form - market, it still has low efficiency

    接著根據證券市場效率理論的實證檢驗方法，通過價格是否隨機性、是否可用公司特徵來預測收益率、信息是否存在延遲與過度反應、技術分析是否有效等檢驗方法對我國證券市場是否處於弱式有效階段進行實證檢驗，結果表明我國的證券市場尚未達到弱式有效，依然處于低效率之中。
  9. We rank stocks and make portfolios according to various kinds of risk factors from 1997 to 2002, and test in method of cross - sectional regression. we find that # and stock and portfolio returns lack significant relation, on the contrary, two easily measured variable, market equity and book - to - market equity, combine to capture the cross - sectional variation in stock returns. this conclusion proves that the size effect and value effect exist in shanghai stock market during the research period of this thesis

    通過將1997年到2002年股票收益率數據按各種風險因素進行排序、分組的討論，以及橫截面回歸的檢驗，本文發現與股票組合收益之間缺乏顯著的相關性，相反流通市值和賬面市值比這兩個易於測度的變量一起捕捉了股票收益橫截面的變化，這一結論說明上海股市在本文的研究期間內存在規模效應和價值效應。
  10. The yields of the indices of shanghai stock exchange are chosen as the subjects for testing whether or not it will influence chinese investors ' prediction on next trading day ' s index

    選取上證綜合指數收益率的增量作為反應事件，檢驗收益率是否會對證券公司在對下一個交易日的指數預測產生影響，從而分析我國機構投資者是否存在啟發式偏差。
  11. In this essay, firstly the author analyzes the predictability of time series from china ' s stock exchange using three kinds of methods : arma model, neural network model and non - parametric estimation and gives evaluation on their performances while at the same time puts forward some conclusions deserving attention from both stock exchange supervising department and stock traders. secondly, the author examines the assumptions closely on which the above - said methods base and gives a detailed discussion on them, especially using garch model to test quantitatively the stability of china ' s stock exchange, afterwards drawing the conclusion that it is hard to make accurate prediction of price or return rate of china ' s stocks for none of the assumptions fully holds ground. thirdly, taking account of the difference between chinese stock traders as a whole and that of developed countries, the author gives a thorough analysis on the complexity and volatility of its ( traders " ) reaction to information and points out that the intrinsic heterogeneous and volatile reaction to information is an important reason for the almost unpredictability of the price or return rate in china ' s stock exchange

    本文首先採用arma模型、非參數模型以及神經網路模型對我國股市時間序列進行研究，對三種方法在分析我國股市時間序列的表現進行評價，並得出了一些對監管部門以及股票交易者有借鑒意義的結論；其次作者對三種模型分析我國股市時間序列的前提進行了討論，特別是利用garch模型對我國股市的系統穩定性進行了量化檢驗，得出了前提難以滿足導致準確預測我國股市價格或收益率困難的結論；第三，考慮到中國股市股票交易者群體與發達國家股市股票交易者群體之間的差異，作者借用行為金融學的理論成果對我國股票交易者對信息反應的復雜性和易變性進行了詳細分析，指出股票交易者對信息反應的異質性和易變性是造成難以準確預測我國股市的一個重要原因，考慮到我國股市以散戶為主導的特性將長期存在，因此將行為金融學的研究結論納入對我國股市時間序列的量化研究具有重要的意義；最後，作者從唯理預測與唯象預測之間差異的角度出發，指出了唯象預測的缺點並對我國股市時間序列的研究方向進行了展望。
  12. In the paper, the daily return rate of composite index of a specific time is tested by w test method. the result shows the distribution of daily return rate of composite index is accordance with normal distribution. according to the nature of normal distribution, under 95 % confidence interval, the value of var could be calculated, and then we can predict the next day ' s index

    在本文中，筆者通過對某一具體時間段的上證綜指的日收益率分佈進行正態檢驗仰檢驗） ，在得出的結論是日收益率基本上服從n （ 0 ， 6 ）的正態分佈的前提條件下，根據正態分佈的性質，在95的置信度下，利用var模型計算出當日的var值，從而預測出下一交易日的收盤指數。
  13. This paper studies the random transferring of the yield of chinese treasury security by markov model, firstly concluding that the dynamics of the yield of the treasury security obeys the markov model, secondly estimating the matrix of probability of transferring by historical data, lastly making an predicting of the future trend of the yield

    本文採用馬爾可夫鏈對中國國債收益率的隨機轉移性質進行了研究，首先用x ~ 2統計量驗證了國債收益率的運動過程符合馬爾可夫鏈，然後運用歷史數據估計出轉移概率矩陣，最後對國債收益率的未來走勢進行了預測。
  14. Secondly, the paper tests the relation between the volatilities of the stock returns and macroeconomic cyclical variables by using granger - causality test and the hendry general - to - specific modelling strategy. we find that such factors we choose here as the volatilities of the value added of industry, the money supply, consumer price index, interest rates and exports, imports have influence on the volatility of the stock returns to some extent

    然後應用格蘭傑因果關系檢驗和韓德瑞的從一般到特殊的建模理論，同時測試股票市場收益率的條件波動率與宏觀經濟變量的條件波動率的相互關系，發現工業生產增加值、貨幣供給量、消費者價格指數以及進出口額的條件波動率等經濟指標對我國股票市場收益率波動率都在不同程度上有影響。
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