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滞后关系的英文

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  • lag relationship

例句与用法

  • An analysis of advanced lagged relationship between share index futures and spot
    股指期货与现货之间超前滞后关系的研究
  • The comovement relation in this dissertation includes reciprocally effects , long - run cointegration , granger causality , leading and lag relation and time - varying correlation between the return and liquidity of stock and bond markets
    本文的联动关系包括两个市场的收益率之间与流动性之间的相互影响、长期协整关系、因果关系、领先滞后关系,以及时序变化的相关性。
  • First , we examine whether the momentum strategies and contrarian strategies can create significant profits under different formulation horizons and holding horizons , whether past factors ( market return , characteristic of individual stock ) can provide an important implication about the profits of momentum and contrarian strategies . second , we discuss the reasons for the significant profits of momentum or contrarian strategies , including seasonality , cross - sectional risk factors , time - varying risk premium , industry momentum , and stock underreaction , overreaction , and random walk . third , we discuss the link of time series predictability of stock returns and momentum profits , including stock underreation , overreaction , delayed reaction , and time - varying risk premium
    研究目的有四:其一,探讨中国股市执行惯性策略或反向策略的显著获利模式及与各状态因子(市场及个股状态)的关系;其二,全面分析中国股市惯性与反向效应之潜在成因,包括截面风险因素、季节因素、时变的风险溢价、行业惯性效应以及行为金融模型与conradandkaul ( 1998 )的随机游走观点之争论;其三,构建非效率市场之股票价格运动方程,并基于此,规范地演进惯性效应之时序生成途径,包括反应不足、过度反应、滞后反应以及风险溢价的时变性;其四,探讨中国股市中投资者的特殊信息反应模式,并以此来解读中国股市的中短期过度反应与反应不足的现象,以及个股间的超前一滞后关系的表现模式及形成机理。
  • Based on the new bond index , the return comovemnet between stock and bond markets is analyzed . the empirical results show that the returns of stock and bond markets interacts in the long run , and there exists a leading and lag relation between them . the month correlation between the return of stock and bond markets is time - varying , which can be described and predicted with some models
    根据所编制的国债指数,本文实证分析了股票市场与债券市场之间收益率的联动关系,发现股票市场收益率与债券市场收益率之间存在长期影响,股票市场收益率与债券市场收益率之间存在领先滞后关系,股票市场与债券市场收益率之间的月度相关性是时序变化的,可以用模型进行描述与预测,并分析了影响这种联动关系的宏观经济因素。
  • Using a 12 - year time series of the average house prices and the per capita annual income of urban residents , from china statistic year book , the paper implements unit roots and cointegration tests as well as adl and ecm models to find that the house prices and the income are cointergrated and have a longtime equilibrium
    摘要本文利用我国12年住宅销售价格和人均实际收入数据,采用单位根检验和协整分析,结合分布自回归滞后模型和误差修正模型,发现房价与收入之间存在( 1 , 1 )阶协整和长期均衡增长关系,而收入则对房价的影响有两年的滞后关系,且短时期内对房价没有显著影响。
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