收益的絕對差 的英文怎麼說

中文拼音 [shōuyìdejuéduìchā]
收益的絕對差 英文
csad
  • 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...
  • 的 : 4次方是 The fourth power of 2 is direction
  • 絕 : Ⅰ動詞（斷絕） cut off; sever Ⅱ形容詞1 （完全沒有了; 窮盡; 凈盡） exhausted; used up; finished 2 ...
  • 對 : Ⅰ動詞1 （回答） answer; reply 2 （對待; 對付） treat; cope with; counter 3 （朝; 向; 面對） be tr...
  • 差 : 差Ⅰ名詞1 （不相同; 不相合） difference; dissimilarity 2 （差錯） mistake 3 [數學] （差數） differ...
  • 收益 : income; proceeds; profit; earnings; gains; avails; gainings
  • 絕對 : absolute
  1. Specially, based on risk - metric and factor variables, the author discusses multi - factor asset pricing model. in theoretical analysis, the author attempts to release the assumption of index ' s random walk, proves a portfolio selection model suitable for the linear index level moreover, based on assets un - exchangeable, the author brings forward asset pricing models for b - shares, h - shares and non - circulated - shares. the author also brings forward multi - factor asset pricing model based on risk - metric indices, such as coefficient of beta, standard variance, standard semi - variance, average absolute deviation, value at risk, and factor variables, such as circulated market equity, exchange ratio, short - term historical return

    在理論分析時，作者嘗試放鬆指數水平滿足隨機遊走過程的假設，推導出指數水平呈線性趨勢的資產組合選擇模型；此外，作者基於資產不可交易這一假設，提出了b股、 h股和非流通股等情形的資產定價模型，並基於系數、標準差、標準半方差、平均絕對離差和風險價值等風險度量指標以及流通市值、換手率、短期歷史收益率等因素變量提出了四因素資產定價模型。
  2. When the covariance matrix formed by securities yields is non - oppositive definite, we provide the model with transaction costs, which risk is variance matrix risk. when the covariance matrix formed by securities yields is not exist, the risk we use is absolute deviation risk and semi - absolute deviation, which is differ with traditional risk such as variance matrix risk or semi - variance matrix risk

    在證券收益率協方差陣不一定存在時，給出了不同於以往以證券收益率間的方差或是半方差為風險度量指標而是以絕對離差為風險指標和以半絕對離差為風險指標的含有交易費用的證券組合投資模型。
  3. This article applies the across - sectional absolute deviation of return ( csad ), proves that there exists herding behavior on chinese stock market

    採用橫截面收益的絕對差（ csad ）的方法，對我國股票市場是否存在「羊群行為」進行了實證研究，得到我國的股票市場中確實存在著羊群行為。
  4. Finally, from the aspect of expecting efficient cost, the difference among controllers seizing the controlling private gains, the absolute level of seizure and the attribution of related variable imposes important effect on the expecting efficient cost of the corporate control transference

    第四，從預期效率成本比較方面來看，控制者間在攫取控制權私人收益方面的差異及其絕對水平以及相關變量的分佈特點都對控制權轉讓的預期效率成本產生重大影響。
  5. This paper uses arch model method in econometrics to set up an auto - regression model with different variance characteristic, which catches to the signal of herd behavior that can be comparatively sensitive. basing on the sample stocks of the index 180 of sse for studying sample, author conduct empirical tests on the non - linear relations between csad ( cross - sectional absolute deviation of returns ) and the market returns to judge whether the herd behavior in the stock market of china is remarkable. according to the empirical analysis, author finds, both in the up - market and down - market, certain herd behavior exist on the stock market of our country

    本文運用計量經濟學中的arch模型方法，建立了一個能較為敏感的捕捉到羊群行為信號的具有異方差特性的自回歸模型，以上證180指數樣本股為研究樣本，通過檢驗個股截面收益的絕對偏差（ csad ）與市場組合收益的非線性關系，來判斷我國股市羊群行為是否顯著，通過實證分析，我們發現，無論是市場上漲階段還是下跌階段，我國股市都存在一定的羊群行為，同時，本文通過比較分析，對實證結果進行深入的剖析，對羊群行為的形成原因進行簡要的分析，並對如何控制羊群行為提出了一些政策性建議。
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