1) extreme return
极端收益率
3) yield
[英][ji:ld] [美][jild]
①收益②收益率
4) yield
[英][ji:ld] [美][jild]
收益;收益率
5) extreme value returns
极值收益
1.
In this paper, we find that the extreme value returns of Shanghai securities exchange show obvious curved line as seen from the extreme value probability coordinate plot, this indicate the extreme value returns the non exponential distribution and the underlying distribution belongs to the domain of attraction, type Ⅱ.
通过极值概率坐标图发现上海股市极值收益呈明显的曲线 ,说明极值收益具有非指数分布特征 ,且属于极值 型吸引场 ,随后依据极值理论利用参数及非参数方法澄清验证了广为人知却一直停留在感性认识的股票市场极值收益厚尾性 。
6) returns
[英][ri'tə:n] [美][rɪ'tɝn]
收益率
1.
Application of Nonparametric Method in the Returns Distributions in Shanghai and Shenzhen Stock Markets;
非参数方法在沪深股市收益率分布的应用
2.
We investigate the fluctuation of price process in a stock market with Ising model and the mean field theory,and construct the corresponding random logarithmic price returns process.
再利用计算机模拟股票价格收益率的分布特征,模型很好的刻画了现实证券市场中股票收益率分布的宽尾现象、长记忆性,以及累积分布中尾部收益的指数递减现象。
3.
According to stochastic theory,the returns of stock market should obey normal distribution.
随机理论认为股票收益率服从正态分布,但大量研究表明,股票收益率等金融时间序列具有"尖峰厚尾"反正态性。
补充资料：财务内部收益率
财务内部收益率
financial internal rate of return,FIRR
ea一wu ne，bu shouy{IU财务内部收益率return，FIRR)(finaneial internal rateof见电力项目对务评价。
说明：补充资料仅用于学习参考，请勿用于其它任何用途。
参考词条