3) factor model
因素模型
1.
Considering that the factor-model may relate return of a security with factors predetermined, this paper sets up the multi-factor decision-making model for behavioral portfolio choice by introducing a factor model into the existing model so that the process of behavioral portfolio choice can be simplified.
考虑到因素模型能将各种证券的收益和固定的几个因素的变化联系起来,引入了因素模型对已有的行为证券组合投资决策模型进行了简化,建立了多因素行为证券组合投资决策模型,给出了其算法。
2.
Firstly, it analyzes the feature of the stock risk and the difficulty of pricing, then it discusses the evaluation method of stock risk pricing—factor model of systematic risk, and creates stock risk pricing model basing on it and application.
分析了股票风险的特征及估计的困难,探讨了股票风险估计的方法———系统性风险的因素模型,在此基础上建立了股票风险估计模型并进行了应用模拟。
3.
The discussion about the relationship between interest rate after eigh t interest rates cut and Shanghai Index by chronological way to construct single factor model and point to gather the diagram method and linear regression metho d.
通过时间序列法建立单因素模型 ,应用散点汇总法和回归分析法讨论了 8次降息以来利率与上证综合指数之间的关系 。
4) single factor orthogonal tset
单因素正交试验
5) orthogonal ARFIMA model
正交ARFIMA模型
1.
This paper puts forward orthogonal ARFIMA model,which changes the modeling of the covariance matrix of many assets to the modeling of th.
因此,提出了基于金融高频数据的正交ARFIMA模型。
6) O-GARCH
正交GARCH模型
1.
So this paper uses O-GARCH model and CCC model to calculate the volatilities of portfolio.
因此,使用正交GARCH模型和CCC模型来估算波动率,并以沪深两市A股市场上四个行业的65只股票为样本,使用RM SE和M AD指标比较这些模型的预测能力,求得股票组合的V aR,得出前者效率高和后者预测能力略高的结论。
补充资料：非密度制约因素(见密度制约因素)
非密度制约因素(见密度制约因素)
l焦非密度制约因素见生态因素、密度制约后
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