更重要的是二维体系有望将红利贴现模型、CAPM、Fama&French的三因素模型和APT模型统一,形成一个包含二维定价因子的新资产定价模型。
But most importantly, it can unify all the asset-pricing models to get a new asset-pricing model containing pricing factors of the two dimensions.
然后,本文采用了市场调整的累计异常收益模型、买入并持有收益模型、单因素风险调整模型、三因素模型和特征模型来检验上海股票市场是否存在过度反应现象。
At the same time, this article studies the overreaction of Shanghai Stock Exchange using the CARs model, Buy-and-Hold model, CAPM, three factors model and Characteristic model.
结果表明三因素模型结构不稳定,但短期比长期结构稳定性要高;大部分组合回归系数时序稳定性较差,同时ARMA和GARCH模型对每个回归系数时间序列进行预测显示有较好的预测能力。
The results show that the model is instability in the long run, most coefficient is non-stationary, and we can preferably forecast the coefficient by using the ARMA, GARCH model.
采用逻辑回归模型来确定前三个月自称在接受ART方面存在经济困难的相关因素。
Logistic regression models were used to identify factors associated with self-reported financial difficulties in purchasing ART during the previous 3 months.
科学家们利用电脑模型证明,有三种颜色的织物染料,它们所能达到的防紫外线程度和布料的UPF及其他因素的改变相关。
The scientists' use of computer models that relate the level of UV protection achieved with three fabric dyes to their eff ects in changing the UPF of fabrics and other factors.
模型组织的架构强度也可能影响一个配置管理解决方案的选择,这是第三个影响因素。
The architectural strength of the model organization may also influence the choice of a configuration management solution, which is the third driver.
科学家们利用电脑模型证明,有三种颜色的织物染料,它们所能达到的防紫外线程度和布料的UPF及其他因素的改变相关。
The scientists' use of computer models that relate the level of UV protection achieved with three fabric dyes to their effects in changing the UPF of fabrics and other factors.
采用三因素两水平正交设计,混合模型分析。
The three factors of exercise at two levels orthogonal design and the linear mixed models analysis were used.
本文通过建立一个三维灌芯混凝土砌块棱柱体有限元模型,进行非线性计算,分析了影响混凝土砌体性质的因素。
In this paper, a three-dimension concrete block finite element model has been established, then the factors affecting the performance of concrete masonry are analyzed.
本文拟针对这三方不完全利益共同体,建立一个合作稳定度模型,分析各主体受其他主体和动态因素的影响。
The paper intended to establish a cooperation stability model among the three non-complete common interest entities and analyze the impacts on each of them by other entities and dynamic factors.
通过对生物制药企业技术创新三阶段影响因素的分析,建立了基于熵的模糊决策分析模型。
This paper analyzes the influencing factors of technology innovation in three phases for Bio-pharmaceutical enterprises, and puts forward a model based on fuzzy decision based on entropy.
从不同角度出发考虑了联合动力装置系统中各部件间的摩擦力因素的影响,建立了三s离合器啮合过程的数学模型。
Considered from different perspectives the influence of friction factors of each part of combined power plant, set up the mathematical model of s.
特别是在定量预测方面,从不同角度运用因素预测法、趋势外推法、CA模型法等三种方法对城市用地扩展进行估算。
Especially on the quantitative forecast aspect, forecast the urban land expansion by method of factor forecasting, method of trend extrapolating and method of ca model from different Angle.
本文研究了基于灰色系统理论模型对珠三角地区航空货邮运量进行短期运量预测和长期影响因素分析。
Based on the model of gray system theory, we forecasted the air cargo traffic at Pearl River Delta and analyzed the long-time influence factors.
由目标跟踪的数学模型得出,影响目标跟踪性能的三个主要因素为目标状态转移模型、滤波算法和目标建模技术。
From mathematical model of target tracking, Performance of target tracking is impacted by three main factors of object state transition model, filtering algorithm and object modeling technique.
基于方案风险数据实际,利用三角模糊数表示因素风险,结合模糊集理论和层次模型评判了各方案的风险大小;
Then these risk elements is denoted with tri-angle fuzzy number, and the risks value of all schemes are evaluated by the model combined fuzzy set theory and AHP.
采用模型试验和三维数值模拟,对侧墙掺气坎空腔长度的影响因素进行了探讨。
Based on model of experiment and numerical simulation, the factors influencing the length of air cavity are analyzed in this paper.
根据影响第三方损坏因素的情况,采用故障树分析法和模糊综合评判法相结合的数学模型进行评价。
Based on the factors that cause the third party damage, a mathematical model was formulated using a fault tree analysis and a fuzzy comprehensive analysis.
由于有机质或容重等因素的影响,另外两种土壤介电常数与含水量的关系与上述三个模型差别较大。
Moreover, the relationship between dielectric constant and soil water content for two types of soil different from three empirical models due to organic matter or bulk density.
第三,在此基础上,利用理论模型及对回弹效应的估计结果,分析能源价格、能源替代弹性等因素对我国能源使用效率的影响,以及对能源消费量的影响。
Third, on this basis, we study the impact of energy elasticity of substitution and other factors on the efficiency of energy use and energy consumption in our country.
结论ALX三种剂量因素与禁食因素对制作小鼠糖尿病模型的影响无差异性。
Conclusion Different dose of ALX and fasting has no significant effect on diabetic mouse model.
在此基础上融入了采空区风险因素重要程度这一属性,提出了采空区三维风险评价模型。
On the basis of introducing the importance of risk factors of gob into the research, a three dimensional risk assessment model for god is proposed.
该本构模型全面考虑了压力、应力第三不变量、变形的硬化和软化、应变率强化以及拉伸损伤等各个影响因素。
The main factors such as pressure, the third invariant of stress tensor, strain hardening and softening, stain rate and tensile damage have been taken into account in the constitutive model.
试验中采用了三因素三水平正交多项式回归设计,并建立了影响再生效果的数学模型。
In the experiment, normal multinomial regressive experimental design of three factors and three levels was adopted and mathematical models of regeneration effect were set up.
该模型全面考虑了局域内以及局域外部加点、偏好链接以及链接随机消亡等诸多因素,并引入三角形形成机制调节模型的簇系数。
This model took general consideration of adding new nodes, preferential attachment and random death of nodes in or between local-worlds, and introduced triad formation to tune the clustering.
该方法综合考虑真实环境因素的影响,采用了抛物方程方法,最后给出了雷达最大探测范围三维模型的建立和表现方法。
In this method, the effect of most real environment factors is considered with parabolic equation. Finally, the method of building and rendering 3d model of radar maximum detection range is given.
本文以内生经济增长模型为基础,从理论上区分了外资对一国经济增长路径冲击的三种情形,并据此得出了外资影响经济增长路径的三个因素。
Based on the endogenous economic growth model, this paper firstly distinguishes three kinds of foreign capital impacts and concludes three factors of foreign capital affecting on the economic path.
模型分为二人、三人博弈模型,分别分析了控制权、监督权安排的决定因素和均衡结果。
Models include two man games and three man game models, and the process of control power arrangement and its results have been analysized.
在此基础上,对专利预警警情的影响因素展开了研究,建立了专利威胁影响因素的三维模型。
Furthermore, the paper studies the impact factors of alert-situation of patent early-warning and constructs a three-dimensional model of the impact factors of patent threat.
建立了运动误差与形位公差、制造误差及运动副质量误差等因素的数学模型,给出了三种运动可靠度的计算方法。
The mathematic models of errors among movement and shape seat, manufacture, motion quality etc. are established and the computing method of three motion reliability is put forward.
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