本文采用稳定分布的性质对高频上证指数收益率的分布作了标度分析,求得特征指数为1。
We apply the character in the stable distribution to the Shanghai Stocks Exchange Composite index, using the scaling of fluctuations, and gain characteristic index, which is 1.
文章提出对行业指数收益率序列分阶段进行聚类分析的动态分析方法,以考察行业间的相互关系及其演化过程。
The paper suggests clustering the return series of industrial indexes stage by stage to explore the relations among industries and their evolution course.
选取上证综合指数收益率的增量作为反应事件,检验收益率是否会对证券公司在对下一个交易日的指数预测产生影响,从而分析我国机构投资者是否存在启发式偏差。
The yields of the indices of Shanghai Stock Exchange are chosen as the subjects for testing whether or not it will influence Chinese investors' prediction on next trading day's Index.
The yield-to-maturity on an indexed bond is already in real terms because the coupons are indexed to inflation.
这种债券的到期收益率,就是实际收益率,因为票息已经被通胀指数化了
For the ten years ended June 30,2005, it returned 9.9% per year and then the average return for the actively managed equity fund was 9.6% per year, so we're back to that thirty basis points.
截至2005年6月30日的10年间,该指数年收益率为9.9%,而主动管理型股权基金的年平收益率为9.6%,我们落后30个基点
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