Macro and micro dynamic hybrid [beta] estimation method fusing macroeconomic policy factor

The invention discloses a macro and micro dynamic hybrid [beta] estimation method fusing a macroeconomic policy factor. The method comprises the steps of firstly splitting a systematic risk into a prior information part and a traditional transaction information part; for the prior systematic risk pa...

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Hauptverfasser:	CHEN BIN, DENG KEBIN, GUAN ZIHUAN
Format:	Patent
Sprache:	chi ; eng
Schlagworte:	CALCULATING COMPUTING COUNTING DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FORADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORYOR FORECASTING PURPOSES PHYSICS SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE,COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTINGPURPOSES, NOT OTHERWISE PROVIDED FOR
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