查询词典 in return

Since Leptokurtosis, skewness and fat-tail are always used to depict market risk, this paper introduces the improved Laplace distribution to risk management of stock portfolio. Empirical results show, improved Laplace distribution and asymmetric Laplace distribution are similar for estimating Leptokurtosis, while improved Laplace distribution is better for estimating skewness.In order to analyze the correlation between return distribution and volatility, the thesis uses ARCH-M Models to simulate the return series of China's Stock Market and developed markets ao as to discover the relation between investment return and time-varying risk.

对尖峰、厚尾、偏态的刻画有助于正确估计市场风险，本文将改进型Laplace分布引入到股票组合的风险管理中，实证结果发现，改进型Laplace分布和非对称Laplace分布对尖峰、厚尾的刻画效果接近；而非对称Laplace分布对负偏性考察不足，改进型Laplace分布的拟合结果能够准确地反映股指收益的负偏态，这也正是改进型Laplace分布相对于传统的非对称Laplace分布的优势所在。

Empirical results show, improved Laplace distribution and asymmetric Laplace distribution are similar for estimating Leptokurtosis, while improved Laplace distribution is better for estimating skewness.In order to analyze the correlation between return distribution and volatility, the thesis uses ARCH-M Models to simulate the return series of China\'s Stock Market and developed markets ao as to discover the relation between investment return and time-varying risk.

在分布和波动相关性建模方面，本文利用ARCH-M族模型来模拟我国股市和成熟证券市场的收益序列，以揭示股票市场中投资收益与时变风险的关系，并对我国股市和成熟市场的风险补偿系数以及投资者风险承受能力进行比较研究。

For the lack of return data in the first stage, the GM(1,1) model improving the generation method of neighborhood system is adopted, and forecasting is carried out by only using a few data. When the data amount reaches 50, the hidden quantitative relationship between sale quantity and return quantity is established by performing the transfer function-noise model. Its parameters are determined through model identification, parameters estimation and diagnostic checking. Then, forecasting return is accomplished.

回收初期数据缺乏，采用改进邻域系生成方法的GM(1，1)模型，实现了少量数据情况下的预测；回收数据累积到50个后，利用传递函数噪声模型构建了回收量和前期销售量之间的内在数量关系式，然后通过模型识别、参数估计、诊断检验确定了关系式的具体参数，进而实现了回收预测。

Firstly, reviewing and commenting on foreign and domestic literature about nonrecurring gains and losses; secondly, analyzing the definition and characteristics of nonrecurring gains and losses and the reason to form nonrecurring gains and losses; following, examining the research hypothesis using descriptive statistics and correlation analysis and regression of price and return model, furthermore optimizing the price model and return model through adding year variable and district variable which was divided according the return of the extraordinary items as dummy variables in the empirical research part.

文章先对国内外关于非经常性损益的研究现状进行回顾与述评；其次对我国关于非经常性损益的界定及其形成动机进行了分析；紧接着实证部分采用描述性统计、相关分析和运用价格模型和收益模型进行回归分析，对本文提出的研究假设进行检验，并加入年度虚拟变量和按照非经常项目利润率进行划分的区间虚拟变量对价格模型和收益模型进一步优化，使线性回归方程的拟合优度R2得到显著提高，利用优化后的模型对研究假设进一步检验。

This paper examines whether or not stock return responds asymmetrically to monetary policy shocks. We use over-night rate volatility to measure monetary policy and apply Component-GARCH-Constant Jump and ARJI-Trend model to capture expected and unexpected effects of government's monetary policy on the stock return in American, Canada, Japan, and Britain. Considering the non-normality features of these assets returns, this paper use skewed student t distribution to estimate the relationship between the permanent and transitory components of the conditional variance and the frequency and intensity of jump of stock return.

本文探讨货币政策对於股市报酬之影响，选取货币政策代理变数－金融业隔夜拆款利率在分别采用Component-GARCH-Constant Jump与ARJI-Trend模型，并同时考量报酬率呈现非常态之特性，因此采用偏态t分配(skewed student t-distribution)进行估计条件变异数的恒常与移转部份及跳跃机率与跳跃频率，以捕捉政府实施预期及非预期的货币政策对股市报酬的影响，分析在预期及非预期的货币政策冲击下对股市的影响是否存在不同之效果。

I mainly design two major modules in this system,the computer lease management module's function is to lease、relet computer and print contract.Meanwhile,the procedure of return and return checkup is implemented by computer return management module.

主要设计了两大功能模块，电脑租赁管理模块实现了电脑租赁、续租以及打印电脑租赁合同等功能；电脑归还管理模块对出租审核和续租审核后的电脑办理归还和归还审核手续。

I mainly design two major modules in this system,the computer lease management modules function is to lease、relet computer and print contract.Meanwhile,the procedure of return and return checkup is implemented by computer return management module.

主要设计了两大功能模块，电脑租赁管理模块实现了电脑租赁、续租以及打印电脑租赁合同等功能；电脑归还管理模块对出租审核和续租审核后的电脑办理归还和归还审核手续。

I mainly design two major modules in this system,the computer lease management modules function is to lease、relet computer and print contract.Meanwhile,the procedure of return and return checkup is implemented by computer return management module.

主要设计了两大功能模块，电脑租赁治理模块实现了电脑租赁、续租以及打印电脑租赁合同等功能；电脑归还治理模块对出租审核和续租审核后的电脑办理归还和归还审核手续。

I mainly design two major modules in this system,the computer lease management modules function is to lease、relet computer and print contract.Meanwhile,the procedure of return and return checkup is implemented by computer return management module.

主要设计了两大功能模块，电脑租赁管理模块实现贾静雯合成c当我爱上你'了电脑租赁、续租以及打印电脑租赁合同等功能；电脑归还管理模块对出租审核和续租审核后的电脑办理归还和归还审核手续。

I mainly design two major modules in this system,the computer lease management modules function is to lease、relet computer and print contract.Meanwhile,the procedure of return and return checkup is implemented by computer return management module.

主要设计了两大功能模块，电脑租赁治理模块实现了电脑租赁、续甜心空姐主演&色戒未删版&saom8春暖花开性吧网址租以及打印电脑租赁合同等功能；电脑归还治理模块对出租审核和续租审核后的电脑办理归还和归还审核手续。

This one mode pays close attention to network credence foundation of the businessman very much.

这一模式非常关注商人的网络信用基础。

Cell morphology of bacterial ghost of Pasteurella multocida was observed by scanning electron microscopy and inactivation ratio was estimated by CFU analysi.

扫描电镜观察多杀性巴氏杆菌细菌幽灵和菌落形成单位评价遗传灭活率。