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实际股票
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  real stock
     The paper studies the correlation between the stock returns, inflation and real economic activity from January 1995 to January 2002 in China. The result shows: in a long term, there was a significant negative correlation between real stock returns and inflation; there was reverse relation between inflation and real economic activity;
     研究1995年1月至2002年1月中国实际股票收益率、通货膨胀和实际经济活动的相关关系结果表明:长期中实际股票收益率与通货膨胀呈明显负相关关系,通货膨胀与实际经济活动呈反向关系,实际股票收益与实际经济活动呈正相关关系,但短期中实际股票收益率与通货膨胀和实际经济的关系不显著,通货膨胀与实际经济呈明显负相关关系。
短句来源
     Real Stock Returns, Inflation and Monetary Cyclical Nature in China
     实际股票收益、通货膨胀与货币政策的周期性
短句来源
     the study period covers January 1991 to may 2005. Empirical analysis indicate that the real stock returns and inflation is negative relation to some extent.
     本文以1991年1月至2005年5月期间的中国股票市场为研究对象,实证分析发现,公众在投资股票时,实际股票报酬率与通货膨胀率间呈负相关。
短句来源
     The result is that, in our country, real stock returns and variability is negtive relation, variability and inflation is positive relation. Therefore, the Variability Hypothesis can be used to explain the negative relationship between Chinese stock renturns and inflation.
     实证检验得出,我国实际股票收益率与通胀不确定性存在显著负相关关系,而通胀不确定性与通货膨胀显著正相关,因此,变异性假说在中国成立,在样本期间能以通胀不确定性为中介因子,解释我国实际股票报酬率与通货膨胀负相关的现象。
短句来源
     This exponent of the log return rate for a real stock market is calculated and it is found that this market was not efficient.
     本文计算了实际股票市场股票对数收益率的 Hurst指数 ,认为在一定条件下股票运动并不满足布朗运动模型 ,也就意味着该证券市场不是有效的。
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  “实际股票”译为未确定词的双语例句
     A Study of the Relationship between Real Rate of Return and Inflation
     实际股票收益率与通货膨胀关系研究
短句来源
     The relation was found to be negative and stable from January 1991 to October 2002 in China.
     1991年1月~2002年10月期间,中国实际股票收益与通货膨胀呈现明显的负相关关系,且二者的负相关关系是稳定的;
短句来源
     Thus, the stock returns should move systematically with the expected inflation rate.
     将费雪效应应用于股票市场,表示名义股票报酬率与通货膨胀率间应呈正向关系,实际股票报酬率与通货膨胀率无关。
短句来源
     Fisher effect is not exist in Chinese stock market. Investor of stock have lose for inflation.
     实际股票收益不能对抗通货膨胀带来的损失,股票投资者会因通货膨胀而遭受一定损失,费雪效应不成立。
短句来源
     For this , Variability Hypothesis can explain the negative relationship between Chinese stock renturns and inflation.
     基于此观点,通货膨胀不确定性可以解释实际股票收益率与通货膨胀负相关关系。
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  相似匹配句对
     A Study of the Relationship between Real Rate of Return and Inflation
     实际股票收益率与通货膨胀关系研究
短句来源
     Empirical Study on Monthly Realized Volatility of Stock Return
     股票月收益实际波动率的实证研究
短句来源
     Practical Application of the Medical Textile
     医用纺织品的实际应用
短句来源
     A Brief Study about Zhaoxin Stock
     昭信股票浅析
短句来源
     The actual application of cyclodexdrin
     环糊精的实际应用
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  real stock
This Approach depicted the developments and changing of the real stock market and is an attempt to remedy some of the deficiencies of recent researches.
      
Furthermore, this paper presented a numerical example in real stock market.
      
One condition is that real stock prices and real dividends are cointegrated with the time-varying cointegrating vector.
      
The other is that the order of integration of real stock prices is equal to that of real dividends.
      
This paper provides the strongest evidence to-date on the predictability of real stock prices over long horizons.
      
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Hurst exponent can be used to testify the chaotic and grouping characters of time series.This exponent of the log return rate for a real stock market is calculated and it is found that this market was not efficient. The Hurst exponent using a tiny interval sampling provided insight to whether there is someone controlling the price of stock. Hurst exponent is valuable in the investment in stock market.

Hurst指数是一个在混沌和分形学科中判断时间序列混沌性和成群性的统计参数。本文计算了实际股票市场股票对数收益率的 Hurst指数 ,认为在一定条件下股票运动并不满足布朗运动模型 ,也就意味着该证券市场不是有效的。本文采用的方法是对短时间 (短到分钟 )内的收益率统计 Hurst指数 ,从而判断市场中是否有大户操纵的行为。作者认为 Hurst指数在证券投资中有一定的参考价值 ,对长期的投资决策可以发生影响。

Applying wavelet analysis, a method is proposed to model system identification for stock market investment prediction. The suggested method includes two steps. First, the data is filtered by wavelet decomposition to eliminate the high frequency noise and to improve the precision. Second, the mathematical model prediction is carried out by Least Square (LS) for price change of medium or long term security. The efficiency of the method is proved by simulation. This suggests that the method is simple and gives...

Applying wavelet analysis, a method is proposed to model system identification for stock market investment prediction. The suggested method includes two steps. First, the data is filtered by wavelet decomposition to eliminate the high frequency noise and to improve the precision. Second, the mathematical model prediction is carried out by Least Square (LS) for price change of medium or long term security. The efficiency of the method is proved by simulation. This suggests that the method is simple and gives prediction values better than those by the LS method.

提出了一种基于小波分析理论对证券投资市场建模及其预测的方法·该方法分两步完成 :第一步通过小波分解进行数据滤波 ,将证券价格变化曲线中的高频信息过滤 ,从而实现消除噪声 ,提高预测精度的目的 ;第二步应用最小二乘方法建立数学模型 ,并用模型进行中、长期证券价格预测·实际股票价格仿真结果表明 :此方法简洁、预测效果良好 ,优于一般最小二乘方法

Hyperbolic density analysis is a creative method in stock option calculating system,which serves as an analytical tool to calculate and better predict stock option price,using optimized mathematical models.The project consists of two level approaches. On the theoretical level,it discusses the weakness of the previous mathematical finance model to the stock option calculating,and introduces hyperbolic distribution model which proves the real market option values predicting. On the implementation level,sophisticated...

Hyperbolic density analysis is a creative method in stock option calculating system,which serves as an analytical tool to calculate and better predict stock option price,using optimized mathematical models.The project consists of two level approaches. On the theoretical level,it discusses the weakness of the previous mathematical finance model to the stock option calculating,and introduces hyperbolic distribution model which proves the real market option values predicting. On the implementation level,sophisticated stock option models are programmed into several online interfaces to simulate the real market date.

双曲密度分析法创造性地优化了传统的数学模型 ,它能更好地计算和预报实际的股票期权价格 .研究分两个部分 :理论上 ,讨论并分析了以往的股票期权计算数学模型的缺陷 ,进而讨论并介绍一种新的方法———双曲密度分析法 ,通过使用已往的经过股票市场验证的实际数值的检验 ,该方法具有明显的优势和良好的预测结果 ;模型设计上 ,将复杂的股票期权模型写入程序 ,并以市场真实数据进行模拟和测试 ,侧重于双曲密度分析法的理论层次上的讨论 .

 
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