return coefficient 中文意思是什麼

return coefficient 解釋
復原系數
  • return : vi 1 回轉，回來，回去，返回，折回 （ to）。2 再來，又來；復發，回復，恢復。3 回頭說正經話，回到本...
  • coefficient : adj. 共同作用的。n. 1. 共同作用；協同因素。2. 【數，物】系數，率；程度。
  1. We analyse the dispersion of stock returns and have the tests of serial correlation. the results show that the trading mechanism has a significant effect on a number of characteristics of stock returns. first, the distribution of open - to - open returns has greater variance than that of close - to - close returns. second. the serial correlation pattern is quite different in the two return series. the open - to - open returns have negative autocorrelation coefficient, but the close - to - close returns is positive. further, employing an arma ( 1, 1 ) model we find that in the opening. returns exhibit higher residual noise and stronger dependence on past returns, reflecting stronger deviations from the random - walk form of the market efficiency hypothesis

    主要表現為：一，開盤收益序列比收盤收益序列具有更大的方差。二，兩種收益序列的序列相關形式不同，開盤收益序列表現為負相關，而收盤收益序列表現為正相關。而且我們通過arma （ 1 ， 1 ）模型的進一步檢驗，發現開盤收益序列比收盤收益序列具有更大的殘差，更依賴于過去的收益序列，也更偏離於市場有效的隨機遊走形式的假設。
  2. 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。
  3. Abstract using the data of stock ' s weekly return within the past 52 months in shanghai stock market, this paper calculated the beta coefficient of sampled stocks, and based on these, analyzed its characteristic in different industries, stability, and manifestation in both bearish market and bullish market

    本文通過對上海證券市場所選樣本股票52個月的周收益率進行計算，得到了樣本股的系數，並在此基礎上對系數在行業分佈上的特徵、穩定性以及在熊市牛市中的表現進行了研究。
  4. Impedance, reflection coefficient, return loss, and vswr test procedure measured in the time and frequency domain for electrical connectors, cable assemblies or interconnection systems

    電連接器電纜附件或互連系統在時間和頻率域中測量的阻抗反射系數回程損耗和vswr試驗程序
  5. The experimental results showed that : in the summer operating mode, the refrigerating capacity and coefficient of performance of the system decreased with the increase of the temperature difference between supply and return ground - water and the water supply temperature ; in the winter operating mode, the refrigerating capacity and coefficient of performance of the system increased with the decrease of the temperature difference between supply and return ground - water and the increase of the water supply temperature. it also showed that, change the are of heat exchanger has great influence of refrigeration system

    本課題通過實驗測試井水進口溫度、進出口溫差以及在不同溫差下換熱器面積匹配對系統性能的影響。實驗結果表明，夏季工況下，隨著井水進口溫度的升高，進出口溫差的增大，系統製冷量減小，機組cop降低，系統運行性能惡化。冬季工況下，隨著井水進口溫度的升高，進出口溫差的減小，系統的制熱量增加，機組cop提高，系統運行性能優化。
  6. The result indicates that risk preference coefficient with short sales allowed reflects the investor ' s expected rate of return and the variance within the entire interval

    計算結果表明，風險偏好系數在整個取值范圍內都能夠較好地反映投資者對收益和風險的選擇態度，而且，含無風險資產的借貸拓展了投資機會空間。
  7. After estimating the sample model through a fine array data of time and calculating 6 coefficient, this study achieves their single index model and appraises the investment return level of index fund

    作者用周時間序列數據分別估計它們的樣本模型，並通過系數揭示各自相應的風險水平，得出了目前我國指數型基金的各自單一指數模型及其投資收益水平。
  8. But statistically, the former manifests significant discriminant power while the latter does not. second, the above empirical results also show that the edf model has good performances in such developed countries as the u. s. a., etc, however, it is inappropriate to apply the edf model in china directly. third, the empirical formula in the new accord, which links the corporate default risk with corporate asset return correlation coefficient, cannot capture the credit risk of china ’ s listed companies very well

    從中本文得到了如下的一些結論:第一，從直觀上看，基於會計信息的logit模型對我國上市公司的信用風險具有明顯的判別能力，基於市場信息的期權理論模型? edf模型也似乎具有一定的判別能力;但從嚴格的統計意義上來看， logit模型仍然具有顯著的判別能力，但edf模型的判別能力不明顯;第二，本文的實證結果同時也說明，雖然kmv公司提出的edf模型在美國等發達國家的應用具有較為良好的表現，但將edf模型直接應用到我國顯然並不適合;第三，新巴塞爾協議中將公司的違約風險與公司間資產收益率相關系數聯系起來的經驗公式也不能很好地捕捉中國上市公司信用風險方面的市場信息。
  9. Bring upped the calculation method to estimate the model parameter ( coefficient b and the expect rate of return )

    並對模型參數（系數和預期收益率）的估計提出了計算方法。
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