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
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。
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。
The curve of stock market yield in China;
中国股票市场收益率分布曲线的实证
Based on the ARCH models,the yield volatility of Chinese stock market and convertible bonds market are demonstrated.
基于ARCH系列模型,对我国股票市场和可转债市场收益率的波动特征进行实证分析,得出这两个市场收益率具备一些相同的特征如高峰粗尾、波动聚集等,但是可转债市场却没有股票市场上常见的杠杆效应。
the yield to maturity
"到期率,收益率"
Rate of return(or return)on capital
资本收益率(或资本收益)
lower-than-assumed real rate of return on investment
较假定实际收益率为低的投资收益率
lowest acceptable rate of return
能接受的最低收益率
discounted cash flow rate of retur
贴现现金流动收益率
internal rate of return of incremental investment
差额投资内部收益率
Holding Period Return/Yield
持有期回报/收益率
internal rate of return of discounted cash flow
折现现金流内部收益率
The rate of return indication of economic evaluation mainly includes the internal rate of return (IRR), the growth internal rate of return (GIRR), the modified internal rate of return (MIRR).
内部收益率、增长内部收益率、修正内部收益率是经济评价的 3个收益率指标。
reverse yield gap
反收益率差距; 反向的收益差距; 反向收益差距; 反转收益率差距; 逆收益差额
An Empirical Study on the Yield Curve and the Distribution of the Yield of Chinese Treasury Securities;
中国国债收益率曲线与收益率分布的实证研究
Analysis on replacing internal rate of revenue with external rate of revenue in economic evaluation;
外部收益率替代内部收益率的适性分析
Discussion on Relationship between IRR and A /P;
对内部收益率与投资收益率关系的探讨
Analysis of Consistence for Inner Revenue Rate and Modified Inner Revenue Rate;
内部收益率与修正内部收益率的一致性分析
A calculating formulation of internal rate of return for constant returns of investment projects;
等额收益投资项目内部收益率的一个计算公式
Empirical Research on quote of fixed income platform and Treasury bond yield
固定收益平台报价与国债收益率曲线实证研究
The Study of the Education Yield of the Rural Areas Based on the Model of Mincer
基于明瑟收益模型的西部农村教育收益率研究
financial rate of return; internal rate of financial return; financial internal rate of return - FIRR: The internal rate of return Based on financial or market prices.
财务收益率;财务内部收益率(简写为FIRR):根据财务或市场价格计算出的内部收益率。