第二部分介绍国内外学者对于股票市场收益率波动不对称性的相关研究。
Second part introduces the relevant research on asymmetric volatility of stock market conducted by domestic and international scholar.
这篇论文目的是考察在中国股票市场中，股票市场收益率的条件波动率与宏观经济变量的条件波动率之间的相关程度。
The paper examines the extent to which the conditional volatility of stock market returns in Chinese stock markets is related to the conditional volatility of financial and business cycle variables.
当股票市场处于萧条期，利润率几乎所剩无几，债券的收益率有史以来达到最低点时，投资者们对过去认为的任何有可能的回报资金都不会在抱有幻想。
With stock markets in the doldrums, interest rates cut to almost nothing, and bond yields at record lows, investors were desperate for any kind of meaningful return on their money.
当今情况下，债券收益率由于通胀上升：英国美国的总体通胀率高于4%，这对股票市场是个麻烦。
In the current situation, bond yields are rising because of inflation: the headline rate is above 4% in Britain and America.
上海股票市场平均收益率增加了1.17个百分点，创四周以来最高，同时伦敦和上海期货铜价格也在上涨。
The Shanghai stock market halved its gains to end up 1.17 percent, a four-week closing high, while copper futures rose in Shanghai and London.
这意味着股票市场的急速下挫或债券收益率的改变都会对公司的资产负债表产生重大影响。
This meant that sudden falls in the equity market, or changes in bond yields, had a big impact on a company's balance-sheet.
大多数对风险的测量，例如股票市场波动或者公司和上升市场债券的收益率差（超额收益），都显示它很低。
Most measures of risk, such as stockmarket volatility or the spread (extra yield) on corporate and emerging-market bonds are low.
在中国的股票市场中，特殊的股权结构和收益率使得投资者只能着眼于股票的价差收益。
The investors have to focus on the return of stock price spread because of special ownership structure and return rate in China's security market.
本论文采用人工神经网络技术对中国股票市场的预期收益率进行实证分析。
This thesis uses the Artificial Neural Net technique to empirically analyze the expected rate of return of China stock markets.
同时检验了收益率序列的随机性，检验结果说明沪深股票市场基本达到弱式有效。
We also verified stochastic feature of return time series, from results we see that Chinese stock market is weak form efficient.
比如说金融网络中的资金交易量，股票市场的收益率，核反应堆的温度分布，年降雨量等。
Such as the bankroll trading volume in the finance network, the return rate of stock market, temperature distribution in unclear reactors and the volume of annual rainfall, etc.
本文采用实证研究的方法，对我国深圳股票市场2001年度净资产收益率大幅下降的原因进行了分析。
In an empirical approach, this paper analyzes the reasons for the sharp decrease in the net assets income rate in Chinas Shenzhen stock market in 2001.
我们研究股票市场价格时，通常认为股票价格模型服从布朗运动，即对数收益率是正态分布的。
When we study stock market, we usually think that the model of stock price obeys Brownian movement, which log-return characterize normal distribution.
通过研究股票实际收益率与通货膨胀波动性之间的关系，可以判断股票市场波动和宏观经济运行之间的联系。
By studying the relationship between stock real returns and inflation, we could find the correlation between stock market volatility and macroeconomic conditions.
在时间序列上，论文采用新流动性比率指标(LDX)衡量流动性，检验了股票市场非流动性与股票超额收益率之间的关系。
The paper verified the relation between stock market illiquidity and stock excess return in time series by new liquidity measure (LDX).
股票价格的频繁波动是股票市场最明显的特征之一，自回归条件异方差类模型可以很好地预测金融资产收益率的方差。
Frequent volatility is a feature of stock market. Autoregressive Conditional Heteroscedasticity (ARCH) model is often used to forecast the variance of the benefit of financial capitals.
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.
传统的价量分析都是从低频数据来分析股票市场上波动率、收益率与成交量之间的关系。
The traditional methods to measure the relationships among return, volatility and trading volume are base on the low-frequency data.
澳大利亚的股票市场在2000年悉尼举办奥运会后跌落了6.6%，但它的收益率却在全球不断推新技术的时候超过了其它市场。
Even the Australian market, which was down 6.6 per cent in the year after Sydney 2000 games, outperformed other markets at the time when the global technology boom was unravelling.
但是，中国股票市场存在发行价高、市盈率高、现金分红比率低的“两高一低”问题，导致股票投资收益率低。
However, due to high offering price, P/E and low cash bonus in China stock exchange, the rate of stock investment return is low. Furthermore.
在考察中国股票市场总体是否存在周内效应的同时，本文对股票进行分组，考察不同规模公司股票收益率是否存在周内效应。
After seeing about the existence of China's stock market overall day-of-the-week effect, the paper sizes company stocks to test whether day-of-the-week effect of different scale stock return exists.
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.
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.
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