市场收益率

1995年，William和Roger提出将市场收益率分散度作为测度羊群行为的指标。

In 1995 , William and Roger measured the herding of the market using the market return dispersion .

深入探讨了Levy分布对我国股票市场收益率分布的描述问题。

At last , whether Levy distribution can be used for describe the distribution of stock returns in China is discussed .

当前，用于研究金融市场收益率波动最为常用的是GARCH族模型。

At present , the GARCH models are the most common use models in analyzing the return volatility of financial markets .

伴随着美国国债市场收益率的大幅上升，美国抵押贷款利率上周急剧上涨。投资者开始坚信，通胀压力可能迫使美联储（Fed）在今年晚些时候加息。

US mortgage rates soared last week amid a sharp rise in Treasury market yields , as investors started to bet that inflation pressures could prompt the Federal Reserve to raise interest rates later this year .

结果表明我国上海股票市场收益率序列的波动具有显著的异方差性，可以用GARCH（1,1）进行拟合。

The result shows that there is serious volatility on return rate of the stock market , and GARCH ( 1,1 ) model performs very well .

基于SVAR的人民币汇率对中国证券期货市场收益率的溢出效应研究

Return Spillover Effect of RMB / USD to Chinese Securities and Futures Market Based on SVAR Model

提出了非正态稳定分布条件下的风险度量工具和投资组合模型。④深入探讨了Levy分布对我国股票市场收益率分布的描述问题。

Propose the portfolio optimization model based on non-normal distribution , ( 4 ) discuss the problem whether Levy distribution can describe the distribution of returns of stock prices in China 's stock market .

我国股票市场收益率非对称均值回归特征的计量检验&基于ANST-GARCH模型的实证分析

Asymmetric Mean-reverting Pattern of Stock Returns in China : ANST-GARCH Approach

CH方法和CCK方法都是检验投资者之间羊群效应的方法，CH方法认为，当股市存在羊群效应时，个股收益率的横截面标准偏差CSSD随绝对市场收益率的增大而减小。

CH method and CCK method both test herding effect in investors , CH method thinks that the cross section with the standard deviation CSSD of stock returns will decrease as the absolute market yield increases when the stock market exists herding effect .

但需要指出的是，要想使得个股收益率的横截面标准偏差CSSD随绝对市场收益率的增大而减小，只有当大部分的投资者都表现出强烈的羊群行为时才有可能。

But it should be pointed out that only when most investors have serious herding behavior , the cross section with the standard deviation CSSD of stock returns will decrease as the absolute market yield increases .

在此基础上对证券市场收益率的基本统计特征进行相关检验；然后利用修正ICSS算法对收益率序列进行变点检测，并寻找变点附近对应的重大事件。

On this basis , this paper does some relevant tests of the basic statistical characters of securities market return . Then it uses modified ICSS algorithm to detect change points . And it looks for the events near by the change points .

上海证券市场收益率的正态性检验

The normal test of the return ratio in Shanghai stock market

股票市场收益率波动长记忆性的分解及实证研究

Empirical Research on the Long Memory of the Stock Market Volatility Series

我国股票市场收益率的持久性分析

An Analysis of Persistence of returns in China Stock Market

关于股票市场收益率曲线特征分析方法综述

Methods to Analysis on Curve Characteristics of Stock Market Returns An Overview

欧元外汇市场收益率的长期记忆性比较研究

Long-term Memory Comparative Study on Rate of Return of Euro Foreign Exchange Market

开放式基金总流量与市场收益率和波动性之间具有显著性关系。

There is significant relationship between open-end fund flows and market yields and volatility .

上海证券市场收益率分布的对称性研究

Symmetry of yield distribution of Shanghai Stock Market

上海股票市场收益率与成交量因果关系研究

A Research of the Causality between Return Rate and Trading Volume in Shanghai Stock Market

对中国股票市场收益率序列基本性质的研究。

It studies the basic quality of the profit order of stock market in China .

采用市场收益率调整法进行事件研究；

To test these hypotheses , market adjustment method is adopted to determine abnormal returns .

金融市场收益率离散数学模型及其定性分析

The Qualitative Analysis of Discrete Mathematical Models on the Rate of Return in Financial Market

上海股票市场收益率序列的波动具有显著的异方差性；

The serial data of the return in Shanghai stock market have obvious heteroscedasticity phenomena ;

国债市场收益率是金融市场的基准利率。

The yield of the national debt market is the prime interest rate of money markets .

因此本文主要研究在利率期限下，对国债市场收益率波动风险做出研究。

The latest research to government debt bond market risk under the interest rate term is researched .

国内外原油市场收益率及其波动性的双长记忆性测度

Empirical Study on Dual Long Memory of International and Domestic Crude Oil Market Return Rate and Volatility

确实如此，离岸人民币债券平均收益率的变动与在岸市场收益率的变动并不同步。

Indeed , on average , offshore renminbi bond yields have not moved in line with onshore yields .

委员会成员留意到这些掉期交易涉及的数额不可能会大至足以对市场收益率构成实质影响。

Members observed that such transactions would be unlikely to be large enough to materially influence market yields .

第二部分介绍国内外学者对于股票市场收益率波动不对称性的相关研究。

Second part introduces the relevant research on asymmetric volatility of stock market conducted by domestic and international scholar .

研究资本市场收益率的随机性特征仍然是金融领域中最具挑战性的问题之一。

Study on random distribution characteristics of returns has always been one of the most challenging problems in finance .