The estimation results of the model of simultaneous equations indicate that the mispricing of the stocks tends to trend in the short-term and revert in the longer term.
联立方程模型的估计结果表明错误定价趋于在短期内形成趋势,而在更长时间内回复。
参考来源 - 统计套利模型研究——基于上证50指数成份股的检验It further develops the static model of mispricing to dynamic model of mispricing based on dynamic private information by filtering theory.
本章采用的研究方法主要有两个:第一,用滤波理论研究投资者对动态信息的贝叶斯学习过程;第二,用动态规划理论建立动态资产误定价模型。
参考来源 - 资产误定价问题的理论研究和实证分析·2,447,543篇论文数据,部分数据来源于NoteExpress
No arbitrage can correct the mispricing.
任何套利都无法修正错误定价。
If they bail out banks that have mispriced risk, the mispricing will continue.
如果决策者不让风险估价失误的银行破产,这个问题就会继续存在。
Banks were mispricing their assets for years. Could they now be mispricing Labour?
多年以来银行给客户资产错误地定价,难道现在他们正是被错误定价了的劳动力吗?
They have a lot of time to look in monitor and analogues. And from a government policy perspective and a banking policy I wander whether the issue of risk of mispricing and so forth had much of the information been more generally available to the average public average person?
他们有很多的时间去关注监视器和,其他类似的东西,从政府政策,和银行政策的角度出发,我在想,错订价格的风险等议题,和其他很多信息能否让,大众,普通人更广泛地接触到?
应用推荐