成份指数

本文应用这些模型对上证180指数和深圳成份指数的日收益率序列的VaR估计进行了实证研究。

We compare the estimations of VaR in an application to daily returns on the Shanghai 180 index and Shenzhen Component index .

第六章使用不同方法计算了上证综合指数和深圳成份指数在不同置信水平下的vaR值，并与实际损益作了比较。

Chapter 6 calculated VaR values of composite index in Shanghai Stock Exchange and component index in Shenzhen Stock Exchange at difference confidence level using difference methods , and we compared these results with real profit-loss .

采用SV和A-SV模型对上证综合指数、深圳成份指数和香港恒生指数的日收益率进行拟合，并进行诊断检验，以找出能准确地描述中国股市波动性的模型。

In this paper SV and A-SV models are used to fit daily returns of Shanghai Composite Index , Shenzhen Sub-component Index and Hang Seng Index , and diagnostic tests are carried out to identify which model is better .

深成份指数的灰色行业聚类关联与预测模型研究聚类方法在证券行业中的应用

Research on the relation of the gray industrial clustering and forecast model and its application in the Shenzhen component stock index

本文提出了一种适合于对深圳成份指数预测的方法&基于小波分析理论的灰色预测方法。

In this paper , a composition suitable for the Shenzhen index forecasting methods-based on wavelet analysis theory of the gray prediction method .

为了进一步认识这些上市公司，辅导投资决策，本文分析了行业背景和公司的财务及经营，并编制了路桥成份指数。

Analysis is made on the enterprise background , finance , running and politics-making and provided the composition index on highway and bridge .

近年来证券市场中有关指数失真，即有关成份指数不能反映整个市场真实变动情况，逐渐成为讨论的热点问题。

Recently , the distortion of the stock index has been one of hotspots in securities markets , which is the fact that certain sample stock has inappropriate effects on the index .

在关于美国的调查中，有一项和就业相关的成份指数从11月时的34.2降至29.9，为1982年11月以来的最低水平。这增加了12月份失业人数超过50万的可能性。

A subcomponent of the US survey that deals with employment declined to 29.9 from 34.2 in November , to reach its lowest level since November 1982 , raising the likelihood that job losses in December might have exceeded 500,000 .

主成份的工序能力指数

Principal Component Process Capability Indices

本文应用主成份分析的基本方法，结合单质量特性的工序能力指数，给出了多质量特性的主成份的工序能力指数。

By appling basic method of the principal component analysis and comparing the process capability indices of single quality charater , this paper gives the principal component process capability indices of multivariate quality charaters .