horizon effect

On basis of this, also studied the investment horizon effect or risk measurement with different sampling interval of index retun series of Shanghai stock market.

在此基础上，还以不同抽样间隔的上证综合指数收益序列对风险度量的投资期限效应进行了考察。

risk measurement based on returns'long-term dependence and investment horizon effect

基于收益长期相关的风险度量及投资期限效应

On basis of this, studied the investment horizon effect with China Stock Market ( Data.) The result indicated that there are different correlation and return/ risk characteristic with different sampling interval.

在此基础上，采用中国市场的数据对投资期限效应进行了研究，结果表明：不同抽样间隔的收益序列具有不同的相关性和风险收益特征；

risk measurement based on returns'long-memory and empirical analysis of investment horizon effect in china stock market

长记忆下的风险度量及中国市场投资期限效应的实证分析