时间序列回归 meaning in Chinese
time series regression
Examples
- Stock liquidity and asset pricing : empirical analysis from the perspective of time - series regression
基于时间序列回归的实证分析 - Furthermore , multi - investments can resolve the most part of nonsystematic risk . in chapter 4 , the thesis estimated the value of by means of time series regression firstly . secondly , we used ways of equilibrium analysis to test the risk - return relation of shanghai a - share
在第4章，本文先通过时间序列回归估计了样本股票的值，然后以上证综合指数作为市场组合分期进行横截面检验来考察上证a股的风险-收益关系，本章采用了均衡分析方法。 - The analytical approaches involved in the dissertation includes cross section analysis 、 time series regression 、 step by step regression and contrast analysis , the following technologies also are applied , including computerizing lower partial moments ( lpm ) with matlab , processing revenue data with excel , regression analysis with eviews
主要运用横截面分析、时间序列回归、逐步回归和对比分析方法,还用到matlab编程计算下偏矩风险值, excel处理收益数据, eviews回归分析。 - Inside the scope of the defined it plate , according to the theoretic mode which describes the relationship of the scale of the stock market and the incensement of economy , the paper establishes a time series regression model . in the regression equation , the independent variables are numbers of broad sense chinese it listed companies ; the dependent variables are added values of it industries
在界定完成的信息技术板块范围之内，参照股市规模与经济增长关系的理论模式，本文建立了以广义信息技术产业上市公司数量为应变量，以该产业增加值为解释变量的时间序列回归模型，所取的时间截面为1992 ? ? 2000年。 - So we consider five financial indexes includes stock b / p , e / p , current stock size , current stock stru and financial levge by the international tradition , then descriptive statistical test method and cross section statistical test method proved that b / p and current stock size have marked effect on the securities yield besides coefficient b . in the third chapter , the article fut forward a risk factor model , estimates yield sequences of every risk factor by weight regression , and then estimates each risk factor coefficient of different stock by time sequence regression , at last we can reckon the portfolio risk o2p and yield rp which consists n stocks
结合国际惯例，文章考虑了股票的净值市价比( b p ) ，市盈率倒数( e p ) ，流通规模( size ) ，流通比例( stru )和财务杠杆( levge )等五个财务指标，应用描述性统计检验和横截面统计检验等多种方法，结果表明，除系数以外，净值市价比( b p )和流通规模( size )对证券收益率部有重要的影响。在论文的第三章，提出了一个基于多因素的风险因子模型，并用加权回归和时间序列回归等方法估计出了不同证券的各风险因子系数(类似于单指数模型中的系数) ，据此，即可衡量出一个包括n只股票的组合的风险_ p ~ 2和收益率r _ p 。