下载后可以自己自学,也可以找我定制,如果你没有数据不要紧,我可以免费提供。
预期收益率 | 超额收益率 | 累计超额收益率 |
-0.037106785 | 0.00837119 | 0.008371195 |
0.004664729 | -0.00170619 | 0.006665003 |
0.005042552 | -0.00209267 | 0.004572337 |
0.008670515 | -0.01749415 | -0.01292181 |
-0.020829228 | 0.0030251 | -0.00989671 |
0.016293255 | -0.00722979 | -0.01712649 |
-0.015958205 | 0.00098813 | -0.01613837 |
0.000585757 | 0.01157228 | -0.00456609 |
-0.031390221 | 0.01036927 | 0.005803185 |
-0.000577316 | 0.00364476 | 0.009447942 |
0.014620895 | 0.0037277 | 0.013175647 |
-0.006944153 | 0.01595319 | 0.029128834 |
0.002310595 | -0.01123919 | 0.017889643 |
0.003359634 | -0.00335963 | 0.014530009 |
0.005278656 | 0.00373038 | 0.018260388 |
-0.016416127 | 0.00451138 | 0.022771765 |
-0.000566327 | -0.00545776 | 0.017314004 |
-0.014980473 | 0.00285928 | 0.020173287 |
0.001462375 | -0.00146238 | 0.018710912 |
-0.003154066 | 8.6547E-05 | 0.01879746 |
0.006747338 | -0.0005935 | 0.018203959 |
AR超额收益率% | CAR累计超额收益率% | |
t-10 | 0.837119 | 0.837119 |
t-9 | -0.170619 | 0.666500 |
t-8 | -0.209267 | 0.457234 |
t-7 | -1.749415 | -1.292181 |
t-6 | 0.302510 | -0.989671 |
t-5 | -0.722979 | -1.712649 |
t-4 | 0.098813 | -1.613837 |
t-3 | 1.157228 | -0.456609 |
t-2 | 1.036927 | 0.580318 |
t-1 | 0.364476 | 0.944794 |
t | 0.372770 | 1.317565 |
t+1 | 1.595319 | 2.912883 |
t+2 | -1.123919 | 1.788964 |
t+3 | -0.335963 | 1.453001 |
t+4 | 0.373038 | 1.826039 |
t+5 | 0.451138 | 2.277176 |
t+6 | -0.545776 | 1.731400 |
t+7 | 0.285928 | 2.017329 |
t+8 | -0.146238 | 1.871091 |
t+9 | 0.008655 | 1.879746 |
t+10 | -0.059350 | 1.820396 |