净资产收益率是指标反映股东权益的收益水平,是公司税后利润除以净资产得到的百分比率,用以衡量公司运用自有资本的效率,来分析公司获利能力。
ARCH类模型可以成功地预测金融资产收益率的方差。
ARCH models are often used to forecast the variance of the benefit of financial capitals.
同时,对影响金融资产收益率变化的其他因素也作出了深入的分析。
Meanwhile, this article also looks into some other important elements which can influence the change of the financial yield.
通过对我国股价指数的统计描述,表明我国金融资产收益率存在自回归条件异方差特征,并表现出非正态性。
Statistic descriptions indicate that the benefit of financial capitals in China has the characteristic of autoregressive conditional heteroskedasticity and abnormality.
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