行业景气指数
行业景气指数-
以套利定价理论为指导，建立了基于行业景气指数的行业选择模型和行业股指收益率预测的多因素模型；
Guided by APT , this work also constructs an industry selection model based on industrial cycle index , and a multi-factor model to forecast the return on an industry index .
-
在分析影响行业景气的因素的基础上，选择反映行业景气的指标，用因子分析方法构造行业景气指数，并对煤炭行业作了实证分析。
Based on the analysis of contributing factor to industrial cycle , this paper selects and constructs industrial cycle index by using factor analysis method . Meanwhile , it applies the cycle index to coal industry .