深证指数是指由深圳证券交易所编制的股价指数,该股票指数的计算方法基本与上证指数相同,其样本为所有在深圳证券交易所挂牌上市的股票,权数为股票的总股本。由于以所有挂牌的上市公司为样本,其代表性非常广泛,且它与深圳股市的行情同步发布,它是股民和证券从业人员研判深圳股市股票价格变化趋势必不可少的参考依据。
利用协整检验方法,对我国股价指数和物价指数波动的关系进行分析,可知上证指数和深证成指在波动的延续性上不同;
This paper tests the relationship of fluctuation between Chinese stock price index and price index by using approaches of Johansens co integration test.
实证研究的结果证明深证综合B股指数的指数市盈率时间序列具有均值回归特性。
The Empirical research result certificate the price-earnings ratio index time series of Shenzhen composite B-share index having the mean reversion characteristic.
其次使用小波变换模极大方法对上证指数、深证成指和三支股票青岛海信、青岛啤酒、青岛海尔五分钟高频数据进行了多重分形谱的分析,并与MFDFA法的计算结果进行比较。
Next. WTMM is used to analyze multifractal spectrums of three stocks 5-minute high-frequency data of Qingdao Hisense. Qingdao beer and Qingdao Haier, and WTMM's results is compared with MFDFA's.
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