我国石油行业贝塔系数的测算与预测

摘要

利用单一指数模型、最小二乘法和布鲁姆调整法应用最近四年的数据对石油行业贝塔系数进行测算与预测，反映其风险性和收益情况，并做出分析评价。%The single exponential model,least square method and Blume adjust model,combined with data which collected in recent four years,were used to calculate and predict the β coefficient of petroleum industry, thereby reflecting its riskiness and benefits,and to make analysis and evaluation.