摘要
逐日证券收益率序列在对证券的实证分析中是不可缺少的和非常重要的。本文给出一种更为合理且可行的逐日证券收益率序列的计算方法。
The sequence of security investment return ratios is essential for the empirical analysis of the secuity This paper develops a more reasonable and practical method of calculating this sequence
出处
《西安邮电学院学报》
1998年第3期33-38,共6页
Journal of Xi'an Institute of Posts and Telecommunications
关键词
证券投资
证券价格
成交量
证券收益率
Security investment Security price Volume of trade Ratios of return