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- state duration modeling 状态持续建模
- 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。
- 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
- 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。
- Economically, the country is in a very healthy state. 从经济学的观点来说,国家处于很兴旺的状态之中。
- He went on the stump in his home state. 他到故乡所在的州去发表演说。
- He is reading a report of the state of the roads. 他正在看一篇关于道路状况的报告。
- Duration Modeling for Continuous Mandarin Digital Speech Recognition 普通话连续数字串语音识别的持续时间模型
- They ceded territory to a neighboring state. 他们把领土割让给邻国。
- Should industry be controlled by the state? 工业应该由国家控制吗?
- Flags were hung out in honour of the state visit. 到处悬挂旗帜以庆祝这次国事访问。
- 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
- State the fact in witness of his guilt. 叙述事实以证明的他的罪状。
- Double agents live in a perpetual state of fear. 两面派永远过着提心吊胆的生活。
- The house has fallen into a state of neglect. 这所房屋已处于荒废的状态。
- The state of the economy is very worrying. 目前的经济状况令人十分担忧。
- The quality or state of being brief in duration. 短促,短暂在时间上简暂的性质或状态
- They have committed treason against the state. 他们已犯了叛国罪。