According to statistical analysis on Shanghai stock index, the distribution of the rate of return is non-positive skewed, and there exists an autoregressive heteroskedasticity in the rate of return.
通过对上证指数的统计分析表明，上证指数的收益率分布表现出非正态性，并存在自回归条件异方差的特征。
At the same time, affecting the internal rate of return of many factors, therefore the sensitivity analysis is done, natural gas price is most sensitive factors.
同时针对影响内部收益率的因素还有很多的情况，做了敏感性分析，得到了天然气价格为最敏感因素的结论。
According to the stepwise regression to stock return rate and the correlated analysis, it is proved that the Eva index can well explain the volatility of stock price and evaluate...
通过对股票收益率进行逐步回归和相关性分析，实证结果表明EVA指标能较好地解释股价波动和衡量公司业绩。
This article has been selected nine categories of the industry stock index's return rate as the main subjects, using GARCH models to analysis the index's volatilITy of characteristics.
本文选取了九类行业指数的日收益率作为主要研究对象，运用GARCH族模型来对我国股票市场行业指数波动特性进行研究。
This article has been selected nine categories of the industry stock index's return rate as the main subjects, using GARCH models to analysis the index's volatilITy of characteristics.
本文选取了九类行业指数的日收益率作为主要研究对象，运用GARCH族模型来对我国股票市场行业指数波动特性进行研究。
应用推荐