... market adjusted model 市场调整模式 Market Return Model 营销回报模型 Financial Market Microstructure Model 金融微结构模型 ...
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Today, that model has warped into self-parody: many of the Banks' assets are unsellable even as they have to return to the market each day to ask for lenders to vote on their survival.
如今这种模式已经扭曲成了滑稽的自我模仿:很多银行资产都没有销路,正如他们每天都必须回到市场上央求贷款者帮助他们存活下去。
The single-factor model thinks, the rate of return of the stock can be explained with system risk and none system risk together, but it limits the system risk in a factor (such as market index).
单因素模型认为,股票的收益率可以由系统风险和非系统风险联合解释,但它把系统风险限制在一个因素(如市场指数)当中。
Then the movement feature of the market is analyzed with the GARCH model, and whether the market return follows non-linear and leptokurtic heavy tail feature is validated.
文章还采用GARCH模型对市场的运行特征做了分析,对市场收益率是否服从非线性和尖峰胖尾的特征进行验证。
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