遊走指數 的英文怎麼說
中文拼音 [yóuzǒuzhǐshǔ]
遊走指數
英文
megrationindex-
" travel " is an uncountable noun indicating the action of travelling
「旅遊」是一個不可數名詞，指行走這一動作。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。In this paper, optic gyro is viewed as the object of investigation and several aspects is investigated as follows. two important indexes - bias instability and scale factor were measured and investigated, including bias, its repetitiveness, temperature sensitivity, random walk coefficient and scale factor, its nonlinearity, asymmetry, repetitiveness. we make use of the allan variance method to separate the noise factors which affect the performance of the optic gyro, such as the angle random walk, bias instability, rate random walk, rate ramp, quantization noise, markov noise and sinusoidal noise
本文以光學陀螺為研究對象，開展了以下幾方面的研究工作：本文對光學陀螺性能的兩個重要指標?標度因數和零偏穩定性進行了較為詳細的研究，其中包括陀螺的零偏b _ 0 、零偏重復性b _ r 、零偏溫度靈敏度b _ t 、隨機遊走系數rwc和標度因數k 、標度因數的非線性k _ n 、標度因數不對稱性k _ h 、標度因數重復性k _ r等等。The paper studies the risk structure of chinese security market, and points out it is a faint efficient market, stock market has no character of stochastic wandering, and systemic risk has a high proportion in total risk, security market can not provide efficient serial time data, which leads to some obstacles to measure risk, besides, yield of stocks has a " heavy tail " character
實證研究了我國證券市場的風險構成，指出我國的證券市場是弱式有效，股市不是呈現隨機遊走，證券市場中系統風險佔有相當大的比重。證券市場不能提供有效的時間序列數據，市場風險計量方法的應用受到限制。分享友人