答案:持有成本模型(cost-of-carry model),即远期价格(或期货价格)取决于标的资产的 现货价格以及从当前时刻储存该标 … www.docin.com|基于11个网页 2. 持有成本理论 2.2.1持有成本理论(Cost-of-Carry Model) 182.2.2 期货价格预期理论(Expectation Theory) 212.3 台股指数之替代方案 232.3.1 … ...
cost-of-carry modelIn this paper, it is shown how one can employ the wavelet analysis to reconstruct data based only on the subset of information that differentiates the two fundamentally related time series: spot and futures indices. Such an analysis allows researchers to focus on examining the...
必应词典为您提供costofcarrymodel的释义,网络释义: 持有成本理论;持有成本模型;
持有成本模型 你好,祝你生活愉快,学习进步,残阳尽心为您回答每一个问题,若对你有所帮助,请好评或采纳,如果还有其余疑问,可以向我求助,记得好评以及采纳,互相学习,谢谢。
持有成本理论(Costof Carry Model)认为,现货价格和期货价格的差(持有成本)由()组成:A.融资利息B.仓储费用C.持有收益D.劳动者报酬的答案是什么.用刷刷题APP,拍照搜索答疑.刷刷题(shuashuati.com)是专业的大学职业搜题找答案,刷题练习的工具.一键将文档转化为在线题库
We also present a simple model to demonstrate how the cost of carry has heterogeneous impacts on constrained and unconstrained firms through their effect on the cost of holding cash. The primary mechanism is as follows. On the one hand, there is always an incremental benefit of holding one ...
The plan had to be abandoned on grounds ofcost. 由于经费的原因此项计划被迫放弃。 牛津词典 We did not even make enough money to cover thecostof the food. 我们挣的钱甚至无法糊口。 牛津词典 Consumers will have to bear the fullcostof these pay increases. ...
The monthly average cost model is used to calculate the weighted average cost of an item at the end of the month. This average cost is used to adjust all issued transactions during the month, so that all output transactions for the month carry the same unit cost. For example, when a...
Based on Vignola and Kawallers cost of carry model,this paper considers an arbitrage analysis method of Cu futures with frictions caused by transaction costs, storage fees,deliver costs,capital gain taxes and margin. 在Vignola-Dale(1980)和Kawaller-Koch(1984)提出的持有成本(cost of carry)模型的...
Keywords:wavelet analysis;cost-of-carry model Published Online:2001-4-1 ©2011 Walter de Gruyter GmbH & Co. KG, Berlin/Boston You are currently not able to access this content. Not sure if you should have access? Please log in using an institutional account to see if you have access to...