Through verification , analysis and comparison , we get to know that classified market model makes a good estimation of the var of shanghai composite index and fully satisfies the requirement of investment risk estimation 经过检验、分析、比较，分类市场模型对上证综指的var有良好的估计，能完全满足估计投资风险需要。
Based on the hypothesis , the dissertation establishes natural monopoly industry ’ s effective market model and its misty synthetical evaluation system that is the sign of accomplish effective market ’ s theory construction 论文在此基础上建立了自然垄断产业有效市场模型和模糊综合评价体系,并完成了作为自然垄断产业效率实现模式的有效市场的理论构建。
Secondly , we introduce the levy processes and the geometric levy market model in which the stock price process is governed by a levy process . then , we obtain decomposed forms of a levy process and expression of the market model 其次,介绍了levy (跳)过程,得到了levy过程的几种分解形式;在假设资产服从几何levy跳过程的前提下,讨论了该市场模型的表达形式和某些数学特征
According to the actual performance of the market and referring to some methods in coherent market hypothesis , this paper establishes a computable nonlinear statistical method , classified market model , to calculate the var of shanghai composite index 根据市场的实际表现，借鉴协同市场假说的某些方法，建立一种可以实施计算的非线性统计方法?分类市场模型来计算上证综指的var 。
With the empirical study on pure samples of the listed companies without their ownership transferred , the thesis uses the method of market model to detect the long - run extra stock returns of companies after their recombination of different forms 摘要选取控制权未发生转移型的资产重组事件的上市公司为研究样本，采用市场模型法从不同资产重组方式的角度对上市公司资产重组绩效的影响进行了研究。
This dissertation performs a research on loss allocation problem in bilateral - transactions electrical market model and describes an efficient scheme to allocate the transmission losses equitably among market participants ( transactions ) using nested cooperative game structure in the game theory 本文的主要内容是解决在电力市场环境下(主要是双边交易市场模型下)的网损分摊问题，其目的是分配给每个参与市场的交易的网络传输损耗费用。
Then , a new intermediary - driven combinatorial electronic market model is presented . customer coalition formation in these marketplaces is studied . second , from the reversed view of above research , at the microscopic level , planning ability of deliberative buyers ’ agents is considered 在提出一种新的多agent中介系统主导的组合市场模型imascm模型的基础上,首先介绍了一种组合贸易中适用的计划表示方法,然后研究了消费者组合购买问题的自动规划过程。
While most of the research work addressed the internal labor market ( ilm ) issues from the aspect of internal and social equity point of view , our current research is however aimed to present the ilm model from the angle of knowledge learning effects arise from the employees ' firm - specific and job - specific skills 摘要?同于从内部或是社会公平观点?探讨内部?动市场议题的研究，本研究专注于由员工的组织特定与职务特定之知?学习成效观点所建?的内部?动市场模型。
In this paper , the author summarizes the principles and tentative plans for cheesy residence , and pays attention to renovation of the old housing , especially advances some points on comprehensive renovation . also , the relation between such colony and other ones as well as how they survive in cities are discussed . ultimately , the author suggests that people who need urgent need help themselves by the way of community architecture , which meanwhile makes up for the objections the oppressive construction brings , and enhances social capitals 具体引入了经济学的三市场模型对相关计划的实施效果进行评析，以寻求更优方案；总结了低收入住宅的设计原则及设想；也关注了旧住宅区的更新改造，特别提出了成套改造的相关问题；探讨了低端住区居民与其他群体的关系，及其在城市中的存在方式；最后建议了以社区建筑来满足迫切需要帮助的居民，弥补由上至下建设的缺陷，同时增加社会资本。
To test the validity of it , the thesis programs the empirical research which is conducted with the method of event study . the sample collection is all of those stocks which security code arranges after 600600 , and cumulated abnormal return basing on single - index model is taken as scale standard . it is conducted towards six kinds of portfolios constructed by cumulated abnormal return 为了对此进行验证，本文采用事件研究法，以沪市股票代码为600600以后的所有股票作为样本总体，以基于单因子市场模型法( single - indexmodel )而得到的累积异常收益率作为衡量指标，对基于累积涨幅选择而构造的六种类型的事件组合进行了实证研究。
