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- This paper analyses the behaviors of the volatility in the stock Market of Shanghai using GARCH models, and find there is the weekday effect. 摘要利用GARCH模型族,實(shí)證分析了上海股票市場(chǎng)的波動(dòng)特征,發(fā)現存在較為明顯的周日效應。
- Through returning examination of three different distributions(Normal,Student-t,GED),we can see GED distrition can delineate excess kurtosis and fat tail better,and then it can predict the value-at-risk of stock markets of Shanghai more accurately. 通過(guò)對三種不同分布(N orm al;Student-t;ged)進(jìn)行返回檢驗;可看出ged分布能更好地刻畫(huà)上證指數的尖峰厚尾特征;從而也能更準確地預測滬市的風(fēng)險值.
- Because the stock markets of Shanghai , Shenzhen start early, there are many data, and the deep bid index has synthesized the influence of various fields, have stronger representativeness. 由于上海、深圳的股市起步早,數據多,且大盤(pán)指數綜合了各個(gè)方面的影響,具有較強的代表性。
- Chapter four is example study, based on the stock market of Shanghai, selected 34 cross-sectional stocks with preferable performance, and made a demonstration analysis of grouped investment on them. 第四章是實(shí)例研究,以上海股市作為考察對象,從中選出34種業(yè)績(jì)較好、有代表性的股票,對它們進(jìn)行組合證券投資的實(shí)證分析。
- The recent demonstrative research on weekend effect in cow market of shanghai stock market 上海股市牛市行情中周末效應的最新實(shí)證研究
- A Model Forecasting Price of New Stocks and Its Application in the Stock Market of Shanghai 滬市新股價(jià)格預測模型及應用
- The setting-up of Shanghai Stock Exchange on December 19, 1990 drew back the prelude of fast-developing securities market of our country. 1990年12月19日上海證券交易所建立,拉開(kāi)了我國證券市場(chǎng)快速發(fā)展的序幕。
- So, we can knowhow to assure the asset price of Shanghai stock market in theory, and make a basefor others' future studies. 貼近市場(chǎng)的風(fēng)險變量充分反映了其對股票收益率的影響力,也充分反映了上海股票市場(chǎng)的現狀,并為其他經(jīng)濟工作者將來(lái)的研究打下一定的基礎。
- The results also prove that the integration of the linear programming model and polynomial interpolation is suitable to fit the term structure of Shanghai Stock Market in China. 結果表明線(xiàn)性規劃利率期限結構模型與多項式插值相結合的方法在擬合我國利率期限結構方面具有一定優(yōu)勢。
- The stock market was on the brink of collapse. 股市已到崩盤(pán)的邊緣。
- The paper analyzes empirically the overreaction phenomenon and its causes in Chinese stock market with the data of Shanghai stock exchange during the period of 1997-2004. 摘要本文采用1997-2004年上海證券交易所的所有股票交易數據,對我國股票市場(chǎng)的過(guò)度反應及其成因進(jìn)行實(shí)證分析。
- His clever manipulation of the stock market make him lots of money. 他在股票交易中買(mǎi)賣(mài)精明,賺了很多錢(qián)。
- In the paper the econometrician model on the RMB exchange rate and the index of the stock market of China is built. 再次利用計量經(jīng)濟學(xué)手段對人民幣匯率與上證綜合指數之間的關(guān)系進(jìn)行了實(shí)證檢驗,并建立了相應的誤差修正模型。
- To sum up, the stock market of China meets the Malkiel's definition of weak efficiency. 綜上所述,我國證券市場(chǎng)滿(mǎn)足馬爾克爾所定義的市場(chǎng)“弱有效”。
- From the beginning of this year, the situation that the tourist market of Shanghai has replied and revitalized has gone beyond expectancy. 今年以來(lái),上海旅游市場(chǎng)回復和振興的態(tài)勢超出預期。
- The stock market got wind of a possible take-over bid and share prices soared. 股票市場(chǎng)風(fēng)聞可能有盤(pán)進(jìn)出價(jià),因而股份價(jià)格扶搖直上。
- HSBC, which has flagged its ambition to list in China, is picking advisers for a listing in its original home market of Shanghai. 已表明在中國上市雄心的匯豐,正為它在上海上市挑選顧問(wèn)。上海是匯豐起家時(shí)的本土市場(chǎng)。
- Instead, US financials fit a pattern of stalled momentum across the many financial markets (outside the stock markets of China and India). 相反,美國金融業(yè)卻符合眾多金融市場(chǎng)動(dòng)力衰竭的模式(除了中國和印度的股市)。
- Our printing pictures,our exhibition products and the metope and light trunk which set up by us are now spread all over the cantonal,suburb and super markets of Shanghai. 我們噴繪的畫(huà)面,我們設計制作的展示產(chǎn)品,我們施工安裝的墻體,燈箱,遍及上海市內,市郊及超市賣(mài)場(chǎng)等領(lǐng)域。
- Panic on the stock market set off a wave of selling. 股票市場(chǎng)上人心惶惶,掀起拋售浪潮。