冲击成本

对于止损，我们基于VaR的思想来确定阈值，并通过GARCH模型来估计价差的波动率。第二：冲击成本的估算。

As to stop loss , we choose threshold based on VaR and estimate price volatility rate based on GARCH model . Second , estimate the impact cost .

很多相关文献同样也考虑了冲击成本，但都是直接给定，没有通过数学模型进行比较客观的估算。

Although many literatures take impact cost into consideration , they usually set it directly instead of estimating it based on models .

考虑冲击成本的积极投资组合决策模型研究

The Research on the Active Portfolio Decision Model with Implicit Transaction Costs

第二，股票价格和价格波动与市场冲击成本正相关，交易活跃性与市场冲击成本负相关。

The correlation between stock price , price volatility and liquidity is positive , but the trading activity and liquidity is negative .

机构投资者在期货市场进行大额交易时，要在考虑冲击成本的情况下制定大额指令执行策略，从而减少交易成本，提高收益。

To reduce the transaction Cost and increase revenue , stock index futures block traders should consider the impact cost when they make block trading execution .

本文利用商品期货的分笔数据，通过相应的数学模型估算出了套利合约的冲击成本。第三：协整系数的估计以及策略回测。

Based on mathematical models , this thesis uses the data of commodity futures to estimate the impact cost of arbitrage contract . Third , estimate the co-integration coefficient and back testing of strategies .

分析结果表明，在考虑了冲击成本后，期货市场的无套利区间放宽，并且套利机会减少，套利深度降低。

The empirical results on China stock index futures markets show that after considering the impact cost , the no-arbitrage pricing bound was relaxed , both the opportunities and the depth of cash-and-carry arbitrage were reduced .

个股及组合整体的流动性问题在指数复制中至关重要，其直接关系到组合调整时的市场冲击成本问题，在市场深度不足的情况下低流动性甚至还可能导致指数复制的失败。

Stock or portfolio liquidity is much critical in the index optimization , for it directly relates to the impact cost of ( portfolio ) adjustments , and may result in index replication failure under the market depth deficiency .

从定性和定量的角度描述了冲击的成本，并建立了成本方程。

The cost function was founded by the description of the cost the shock from both quantity and quality perspective .

全新的工作环境对传统制造型企业的会计核算产生了不少冲击，成本管理方法，提供了越来越多的失真信息，人们开始质疑成本核算的准确性。

New working environment has a certain impact on cost accounting for manufacturing enterprises , cost management accounting information provided by traditional methods fade away little by little . More and more people begin to question the accuracy of cost accounting .

煤层注水预防冲击地压成本低、操作简单、适应性强，一直是预防冲击地压的首选措施，但过去缺乏相应的研究，以至迄今仍停留在试验水平上。

The water injection in coal seam to prevent rockburst has lower costing , simper operation and better availability , which is always the first selected measure . However , there is not a relative research result and it stops at test level .

美国衰退的推动因素是企业部门为应对冲击而缩减成本。

Us recessions are driven by the retrenchment of the corporate sector in response to shocks .

以计算机技术、通迅技术和网络技术为代表的信息革命给人类社会带来巨大影响，对现代管理理论、管理方法和管理技术产生巨大冲击，企业成本管理面临前所未有的挑战。

The information revolution based on computer , communication and network technologies has huge impact on human society as well as the modern management theories , methods and techniques .

知识经济以知识为核心生产要素的特征，冲击了传统成本管理的根基。我们将在社会生产过程中因其稀缺性而占主导地位的生产要素称之为核心生产要素。

Knowledge economy is characterized by centering knowledge as essential production element , which attacks the foundation of traditional cost management . We think of the leading production factor as core productive factor .

20世纪后期，全球科技飞速发展，猛烈地冲击着银行成本管理这块古老的磐石，对银行成本管理提出了更深层次的变革需求。

At the end of the 20 th century , global science and technology develops fast . It flaps the old rock of bank cost management and brings forward deeper demands of reformation to bank cost management .

该工艺具有运行稳定、耐冲击负荷、运行成本低的特点。

The process was characterized by steady operation , resistance to shock loading , and low operating cost .

产品优点：高耐冲击，低模具成本，一体成型，尺寸精准，产品开发周期短

Benefit : High Impact Resistance , Low Tooling Cost , Molding In One , Stable Size , Short Lead Time

中国制造商受到三方面的冲击：攀升的成本、人民币升值以及信贷紧缩。

A triple whammy is hitting Chinese manufacturers : rising costs , a strengthening Chinese currency , and a tightening credit market .

这部分是本文的重点章节。笔者首先从金融工具入手，在对衍生金融工具的定义和特点叙述的基础上，阐述衍生金融工具对传统会计和经济的冲击，变革历史成本计量属性的必要性。

Firstly , starting with finance instrument , it discusses the impact on accounting after the derivative financial instruments rush out and the instancy of changing historical cost 's attribute .

文章分析了电子商务对企业定价的冲击，给出了成本透明条件下企业定价决策的若干建议。

This paper analyses some unfavorable influence of the e-business on pricing decision . The authors put forward some suggestions about pricing decision to deal with the " cost transparency " .

由于线加速度计也可以感受角速度，且它的抗冲击能力强、成本低，因此用它来组成无陀螺惯性测量系统具有一定的应用价值。

For accelerometers can also sense angular velocity and bear large impulse with the character of low cost , so the inertial measurement systems based on accelerometers have good application value .

针对这一现状，分析了信息化对传统成本管理的冲击、两种成本管理系统选择性问题和网络环境下成本管理应注意的问题。

On the condition , this paper analyses that network impacts to the traditional cost management system , the choice of two cost management systems , and cost management should notice questions .