波动性分析波动性分析研究市场价格随机变动的情况。
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.
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