最近度量投资者们对市场的不确定性的最好方法是看看VIX即波动率指数,在芝加哥期权交易所交易。
The clearest measure of recent investor uncertainty is the VIX or volatility index, traded on the Chicago Board Options Exchange.
深圳市场股价指数本身的波动幅度要大于上海市场,而股价指数月度超额收益率的波动情况则相反;只有一部分投机者的投机收益为正;
The index of Shenzhen market is more volatile than Shanghai, monthly excessive return rate is opposite between two markets Only a part of speculator could gain positive retum.
波动仍是市场的代名词,波动率指数达52.05,由于美元同波动之间有着密切的相关性,使得美元依然保持强势。
Volatility is still the name of the game, with the VIX trading at 52.05 and the strong correlation between Usd and volatility will keep the greenback firm.
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.
本文选取了九类行业指数的日收益率作为主要研究对象,运用GARCH族模型来对我国股票市场行业指数波动特性进行研究。
This article has been selected nine categories of the industry stock index's return rate as the main subjects, using GARCH models to analysis the index's volatilITy of characteristics.
本文选取了九类行业指数的日收益率作为主要研究对象,运用GARCH族模型来对我国股票市场行业指数波动特性进行研究。
This article has been selected nine categories of the industry stock index's return rate as the main subjects, using GARCH models to analysis the index's volatilITy of characteristics.
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