After estimating the sample model through a fine array data of time and calculating 6 coefficient, this study achieves their single index model and appraises the investment return level of Index Fund.
作者用周时间序列数据分别估计它们的样本模型,并通过β系数揭示各自相应的风险水平,得出了目前我国指数型基金的各自单一指数模型及其投资收益水平。
参考来源 - 中国指数型基金单一指数模型初探·2,447,543篇论文数据,部分数据来源于NoteExpress
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