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This paper systematically reviews the existent research on liquidity premium theory and analyzes the determinants of liquidity premium for Chinese stock markets.

CA PM作为现代金融学的奠基石,其理论精华就是一种证券的预期回报可以用这种资产风险的相对测度β值来度量,即建立了期望收益率与β值之间的关系。

Since VaR method is absent of general subadditivity and description to tail information, a new risk measure framework is proposed in recent years, it is coherent risk measure.

由于VaR不具有普遍的次可加性和缺乏对尾部信息的描述,近几年来,学术界提出了新的风险度量框架——一致性风险度量,并在这种框架下,发展了多种风险度量技术,谱风险测度便是其中之一。

On the aspect of urban spatial distribution DM: Adopting the conception model of combination of location and attribute, the author brings spatial coordinates, spatial relationship and attribute character into the unitive model of spatial computation, studies city's land suitableness evaluation and the method of spatial clustering in division of urban function districts and brings forward the arithmetic of classification layer. Aiming at land spatial optimization allocation, the author puts forward SGA. In this arithmetic selection, crossover and mutation operator are progressed on the space.

在城市空间分布数据挖掘方面:采用空间—属性一体化概念模型,把空间坐标、空间关系和属性特征纳入到统一的空间计算模型,分别对城市土地适宜性评价和城市功能区划分中的空间聚类方法进行了研究,并提出了一种分类图层的平滑算法;针对城市土地的空间优化配置,提出了一种空间遗传算法,该算法中的选择、交叉、变异算子都是在空间上进行的;对多要素离散空间场之间的相关性测度,定义了一种基于信息熵的规范的相关指数,并给出了计算方法。

In the present paper, the Properties of the symmetric difference of the sets are systematically researched, the essence of the symmetric difference of the several sets is revealed in terms of disjoint resolution of the set, the formula of the measure calculation with respect to the symmetric difference of the several sets is given.

本文深入地对集合的对称差进行讨论,研究了它的性质,通过集合的不交分解揭示了若干个集合的对称差的本质,给出了关于集合的对称差的测度计算公式。徐州师范大学!徐州;221009;中国矿业大学北京校区!北京;100083

Boundary value problem; global structure; singular; system of ordinary differential equations; positive solution; measure chain

基础科学,数学,数学分析边值问题;全局结构;奇异;常微分方程组;正解;测度

A test point selection method based on testability measure is presented in this paper.

该文提出了一种基于可测性测度计算的测试节点选择方法。

In this paper, we discuss the basic concepts and the advance in the theory of differential equations on measure chains, including the work of the author's research group.

综述测度链上微分方程理论的基本概念及其最新进展,包括作者的研究集体所做的工作,也提出一些值得进一步研究的课题。

Feldman examined some properties of CLMC and found that it is neither an intensive nor extensive thermodynamic variable, and proposed a simple alteration of CLMC that renders its extensive. However the remedy results in a quantity that is a trivial solution of the realizes compensatory form of density and not as a measure of structure.

David详细研究了CLMC 的特性,发现它既不是一个热力学集中变量也不是一个热力学扩张变量,并提出一种满足热力学扩张特性的补偿形式,但最后证明CLMC 只是熵密度的普通解,不能作为结构测度

In this paper, the conditional mean and its applications to Bayesian estimation of the parameters and reliability measures of common failure distribution which include two-parameter exponential distribution, left truncated two-parameter exponential distribution, normal distribution and lognormal distribution are discussed.

本文讨论了条件均值对某些常见失效分布的参数与可靠性测度的Bayes估计的应用,这些分布包括,双参数指数分布,左截尾双参数指数分布,正态分布与对数正态分布。

In this paper, total logistics amounts are chosen as evaluation index, and artificial time series are designed to solve the shortness of statistical data in Chinese logistics. Spectrum estimation theory depicts time characteristics in frequency domain thus has such benefit than time domain methods. This paper evaluates the period of Chinese logistics using spectrum estimation. Stationarity of artificial series is verified, parameter sensitivity of truncation point is analyzed, six periods with different delay window are compared, and significance of period evaluated is tested.

中国物流统计数据缺乏,客观上限制了对其周期规律的研究,本文选取社会物流总额作为测度指标,设计了一种人工序列,解决了统计数据过短问题;谱估计法从频域角度揭示客观事物的时间特性,在研究时间序列周期波动方面具有时域分析法所不具备的优势,作者采用谱估计法对中国物流发展周期进行测定,检验了指标序列平稳性,分析了截断点参数灵敏度,比较了6种不同滞后窗下周期值,并检验了所测得周期的显著性。

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推荐网络例句

The split between the two groups can hardly be papered over.

这两个团体间的分歧难以掩饰。

This approach not only encourages a greater number of responses, but minimizes the likelihood of stale groupthink.

这种做法不仅鼓励了更多的反应,而且减少跟风的可能性。

The new PS20 solar power tower collected sunlight through mirrors known as "heliostats" to produce steam that is converted into electricity by a turbine in Sanlucar la Mayor, Spain, Wednesday.

聚光:照片上是建在西班牙桑路卡拉马尤城的一座新型PS20塔式太阳能电站。被称为&日光反射装置&的镜子将太阳光反射到主塔,然后用聚集的热量产生蒸汽进而通过涡轮机转化为电力