...不能解释的异 象(Anomalies),如收益分布的尖峰胖尾(Leptokurtic and Fat-tail)、小公司效应、一 月效应、周末效应(Week Effect)、超额收益波动的相关性和长记忆性(Correlation and Long-range Memory)、波动异方差(Heteroscedasticity)以及往往发生事先没有任...
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...文献综述-金融学MBA论文 关键词:日历效应,星期效应,月份效应,GARCH模型 [gap=1547]Key words:Calendar effect, week effect, month effect, GARCH model ...
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Various effects have been tested by researcher such as Month of the year effect, holiday effect and day-of-the-week effect.
各种效应已经被研究人员进行了测试,如一年当中每月的效应,节日效应和一周效应。
The conclusion is that the leverage effect and week effect is obvious for waving of in the Shanghai and Shenzhen stock index.
结果表明沪深股指波动存在着明显的杠杆效应和星期效应。
This paper investigates the day-of-the-week effect on stock return and volatility in China during the period of 2000 to 2006.
本文研究《证券法》实施之后的2000—2006年沪深股市收益率与波动的周内效应。
The law was signed last week and goes into effect in a few months.
VOA: special.2010.05.01
The Pygmalion effect that we are going to talk about next week or the week after, shows how teachers' expectations are self-fulfilling prophecies.
我们下周或再下周会探讨,皮格马利翁效应,说明为什么教师的期望就是自我实现的预言。
How many people know that three times a week physical exercise,30 minutes each time has the same effect ? as our most powerful psychiatric drugs?
多少人知道,每周三次,体育锻炼,每次三十分钟,与最强劲的精神药物,有同样的效果?
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