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- This paper establishes the duration model by taking into account the inherent time and employing 310,000 transactions data censored for 4 mutual funds,and observes the disposition effect on the institutional investors. 本文建立既考虑“内在时间”(inherent tim e)影响,又处理了样本数据审查(censored)问题的持续期模型,采用4只投资基金的31万多帐户交易数据作为样本,系统研究了我国基金投资者的处置效应。
- In this section we analyze the characteristics, applying range and the correlation of different models and the duration models under various term structure models such as Vasicek, CIR, HJM and Moreno model, etc. 然后我们对利率风险的持续期度量方法进行了详细分析,分别介绍了Vasicek模型、CIR模型、HJM模型、Moreno随机波动两因素模型下的持续期模型。
- autoregressive conditional duration model 自回归条件久期模型
- Second, we use traditional econometric modeling in the form of duration models with unobserved individual heterogeneity. 其次,我们采用传统的统计经济学模型方法,以持续模型为形式作评估,对个体的多样值则忽略不计。
- The traditional duration models contain Macaulay duration, Modified duration and Fisher-Weil duration. And the stochastic duration models contain two kinds of single-factor stochastic duration and a kind of two-factor stochastic duration. 包括各种传统的久期模型和随机久期模型,其中传统的久期模型本文分析了Macaulay久期、修正久期和Fisher-Weil久期,随机久期模型本文分析了两种单因子随机久期和一种双因子久期。
- The study of call duration model of users in mobile intelligent network 移动智能网用户的通话时长模型分析
- Standing by him was a model worker. 站在他旁的是一位劳动模范。
- He finished the work of three years' duration. 他用三年的时间完成了这项工作。
- Well, I'm stuck here for the duration. 哎,这段时间我只得呆在这儿了。
- I think I can get that special model for you. 我想我可以为你找到那种特别的型号。
- The duration of the examination is three hours. 考试时间为三个小时。
- She has been held up as a model worker. 她被推举为模范工作者。
- He showed us a model of the new office building. 他给我们看了新办公楼的模型。
- He taught Tom how to make a model airplane. 他教汤姆作模型飞机的方法。
- John is repairing his model plane at his leisure. 约翰不慌不忙地修理着他的航模。
- A programmed time delay of variable duration. 暂停,展宽一种由程序设置的可变持续时间的时间延迟
- The old sailor chipped out a tiny model boat. 那名老水手一点儿一点儿地削出一个小船模型。
- Short in time, duration, length, or extent. 短的指时间、期间、长度或广度短的
- The luxury model gives a smoother ride. 坐这种豪华型汽车感觉很平稳。
- Limited to the duration of an episode; temporary. 短暂的仅限于一个插曲持续的时间; 短暂的