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Home > english-chinese > "factor coefficient" in Chinese

Chinese translation for "factor coefficient"

因素系数
Example Sentences:
1.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 。
2.Secondly , revise factor coefficient with probability distribution , which given by experienced experts . thirdly , use bayes statistic deducing method to bind together the income rate of prior distribution and sample in formation , which makes forecast stocks in shenzhen stock market as samples . work out the series of weakly income rate
( 2 )对多元回归的因子模型的各因子权重重做修正,将一些对金融市场有较透彻了解和丰富经验的专家提供的信息引入,作出因子系数的概率分布(并非随意的主观臆造) ,对模型的结果加以修正,以便提高模型的准确度。
Similar Words:
"factor burden" Chinese translation, "factor c" Chinese translation, "factor capital ratio" Chinese translation, "factor causing instability" Chinese translation, "factor clause" Chinese translation, "factor combination" Chinese translation, "factor company" Chinese translation, "factor comparison" Chinese translation, "factor comparison method" Chinese translation, "factor comparison plan" Chinese translation