逐日檢驗 的英文怎麼說

中文拼音 [zhúrìjiǎnyàn]
逐日檢驗 英文
day to day test
  • 逐 : 動詞1. （追趕） pursue; chase; run after 2. （驅逐） drive out; expel; banish 3. （挨著次序） one by one
  • 日 : Ⅰ名詞1 （太陽） sun 2 （白天） daytime; day 3 （一晝夜; 天） day 4 （泛指某一段時間） time 5 （日...
  • 檢 : Ⅰ動詞1 （查） check up; inspect; examine 2 （約束; 檢點） restrain oneself; be careful in one s c...
  • 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
  • 逐日 : day by day; every day
  • 檢驗 : checkout; test; examine; inspect; verify; survey; check;checking;testing;[英國]jerque（指檢查船舶...
  1. The internal and external elements are chosen according to announced information such as the booklets of directions to reuse capital by floating shares. by the delicate mathematic means, an analysis of the main constructure of new - stock - issue prices and the eighteen factors, new - stock - initial - return and the twenty - five factors, an analysis of the single factor and the testing of the verhemence, an analysis of various factors by frequent regression are performed in order to donate notable testing models and reveal the relations of new - stock - issue - price and company scope, profit power, the rate of new - stock - initial - return, that of on - market - change - hand rate and that of winning

    藉助嚴密的數學方法，通過對新股發行價與18個因素、新股初始收益率與25個因素的主成分分析、單因素分析、相關性檢驗和採用逐步回歸法進行的多因素分析，擬合出顯著的檢驗模型，揭示了新股發行價與公司規模、盈利能力等諸多因素以及新股初始收益率與上市首日換手率、中簽率等諸多因素之間的關系。
  2. The object of this thesis for a master ' s degree is to study the existence of seasonality effect in shanghai and shenzhen a - share market. we use the return data of a - share indices ranging from july 21st, 1997 to the end of year 2000 to study this effect by employing five different asymmetric garch - m models. before the garch analysis this paper studied the detail in very detail and find that the data is not much different from the index returns from developed market : it is fat tailed, with high kurtosis

    本研究首先對選取的樣本? ?中國的上海和深圳兩個股票市場a -股綜合指數1997年7月21日到2002年12月31日間1316個交易日的收益率的數據分別進行了深入的分析，發現滬深兩市已經逐步趨于規范化，其指數收益率分佈具有明顯的尖峰、厚尾的特點；然後分別運用了ljung - boxq檢驗和增廣的dick - fuller檢驗，發現所研究的兩個市場的收益率都具有明顯的自相關性，並且都是穩定序列；最後利用white異方差檢驗和arch性檢驗，證明了本文所研究的樣本具有明顯的異方差性和顯著的arch效應，因此用自回歸條件異方差模型來研究中國股市的季節效應非常合適。
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