同时,我们对证券交易印花税调整导致股价波动性的效应进行了成因分析。
Meanwhile, we analyse the cause of the effect of securities transaction stamp tax on the stock market volatility.
最后,通过建立数理模型、实证分析来说明交易成本对股指期货市场交易量和波动性的影响。
Finally, through mathematical models and empirical analysis we will discuss the cost impact on trading volume and volatility in stock index futures market.
本文主要研究基于长记忆性的中国股票市场波动性的实证分析。股票市场充满不确定性。
This paper is an empirical study on the volatility of stock market in china-based on the long-term memory theory.
可见,研究交易量对价格波动的影响,实质上是分析信息流对波动性的影响。
Therefore, exploration into the trading volume impacts on price volatility is actually the analysis of the information flow impact on it.
在此基础上利用随机波动类模型对两种收益率的波动性特征进行拟合,并对拟合优度进行分析。
Based on this we simulate the volatility features of the two kinds of yield rate time series and analyze their fitting results using the stochastic volatility models.
后者通过分析股票市场波动性和交易量的关系来探讨风险在股票市场上的表现。
The latter investigates the risk through the relationship of the stock market volatility and trading volume.
在参数设计中,质量特性的波动性(或稳健性)分析处于极其重要的地位,是试验设计与分析的重点。
The analysis of the variation (or robustness) of produces quality performance is the key of robust parameter designing, and is the focus of experimental planning and analysis.
分析中国火灾的历年统计数据,发现中国火灾发生规律同时具有增长趋势性和周期波动性特征。
Based on statistics of fire in China in the past years, the characteristics of developing trend and periodical fluctuation are found in fire regularity in China.
算例以某实际水电厂为例,分析了水文波动性、合同电量和合同价格对复合期权价格以及社会效益的影响。
A practical hydropower plant is selected in case study, and the influences of the hydrological variation, contract price and contract volume on the option price and social benefit are analyzed.
对于宏观经济统计数据的异常性和波动性进行分析,已成为研究数据质量的最核心内容之一。
The studies on outliers and volatilities have become one of the core contents on macroeconomic data quality.
对宽度尺寸快速检测量具的评估,用测量系统波动性原理,计算量测系统重复性和再现性,分析量具的精度。
By using measurement system analysis principle, calculating the value of gage repeatability and reproducibility, in order to evaluate feasibility of housing width quickly gage.
本文以湖南为例,运用计量分析及谱分析方法对湖南省环境质量演进中的波动性问题进行了尝试性实证研究。
This paper, based on the method of spectrum analysis, and taking Hunan as example, makes a trial study of this subject.
对上海和深圳市场股价指数及其月度超额收益率的分析表明,我国股票市场的波动性较大;
The author analyzes the indexes of stock price and their monthly excessive return rate in Shanghai and Shenzhen Market. Relative high volatility exists in China's security market.
分析结果显示:我国股市日收益率具有明显的异方差性、波动性、聚集性、持续性和杠杆效应。
The results showed that the daily yield of China' s stock market had obvious heteroscedasticity, volatility, aggregation, sustainability and leverage effect.
实证分析结果表明:EGARCH模型比较适合对我国股票市场波动性作长期预测,若假设收益序列服从t分布,由此改进的EGARCH-T模型会得到比正态分布下更好的拟合与预测效果。
The results show that EGARCH is the best model for forecasting long-term volatility. Furthermore, using EGARCH with the Student t-distribution gives better results than with a normal distribution.
“从业者所需要知道的事谈起…关于评估波动性第二单元。”金融分析师期刊(1991年9 - 10月)∶10 - 11。
"What Practitioners Need to Know... About Estimating Volatility Part 2." Financial Analysts Journal (Sept-Oct 1991) : 10-11.
通过分析,发现不同市场条件下、不同行业的股票之间的波动性特征存在着一定的差异;
Then we explain the reasons that result in the stock market fluctuations characteristics from three aspects.
通过分析,发现不同市场条件下、不同行业的股票之间的波动性特征存在着一定的差异;
Then we explain the reasons that result in the stock market fluctuations characteristics from three aspects.
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