relationship n. 1.[C](人、团体、国家之间的)关系,联系 2.[C] 情爱关系;性爱关系 3.[U,C](事物之间的)关系,联系,关联 4.[U,C] 血缘关系;姻亲关系 lag v. 1.[I][lag (behind sth/sb)]缓慢移动;发展缓慢;滞后;落后于 2.[T][lag sth (with sth)]给(管道等)加防冻保暖层 n.[=time lag...
网络领先落后关系 网络释义 1. 领先落后关系 ... ) Price lead-lag relationship 价格领先滞后关系 )Lead-lag Relation领先落后关系) lead-lag relationship 领滞关系 ... www.dictall.com|基于2个网页
lead-lag relationship【统计】分享到: 领先-滞后关系分类: 科技词汇 | 查看相关文献(pubmed) | 免费全文文献 详细解释:以下为句子列表:分享到: 赞助商链接 你知道它的英文吗? ·养分淋失 ·预精轧扁钢 ·预精轧轧件 ·首项系数 ·首席公司 ·领先经济指标 ·首项元素 ·领先工业 ...
athank you ,the same to you!! thank you, the same to you!![translate] aIn short, a lead-lag relationship would be eventually established between spot and derivatives markets. 简而言之,带领滞后关系最终将建立在斑点和派生的市场之间。[translate]...
The empirical analysis suggests that although there is a bidirectional lead–lag relationship between the returns and the implied moments, the skewness and kurtosis of the implied RND Granger-cause the spot and futures returns more strongly than the returns do. In contrast, the implied volatility ...
If a market is efficient, both spot prices and futures prices should react to new information simultaneously, and there should be no lead–lag relationship between one market and the other. However, many empirical studies have found that this is not the case. Some researchers believe that both...
采用反转交易策略的方法,构建了沪市A股滞后1~8周的互自相关系数矩阵,发现沪市A股存在与美国股市不同的互自相关关系和领先滞后结构。 4) lead-lag relationship 领先-滞后关系 5) lead lag effects 领先-滞后效应 6) Price lead-lag relationship 价格领先滞后关系 ...
Real world institutional factors, however, often create an emprical lead-lag relationship between alternative securities price changes. Current futures prices in one futures market would lead the change of current spot prices. Price discovery can be defined as lead-lag relationship and information f...
There are 5 ETFs being traded in local market now, but domestic researches about ETFs still stay in introduction stage, lacking of empirical studies, especially in lead-lag relationship among stock index, ETF price and ETF net asset value (NAV). 本文结合国外市场的研究经验,利用Engle和Granger关...
5) Price lead-lag relationship 价格领先滞后关系 6) advanced vs. backward 先进/落后 补充资料:经济关系(见生产关系) 经济关系(见生产关系) economical relation 1 ingji gU口nxj经济关系(eeonomieal relation)系。见生产关 说明:补充资料仅用于学习参考,请勿用于其它任何用途。