高波动性通常是市场存在不确定性的迹象,而不确定性总是会促使投资者抛售股票,因此波动指数处在高位一般是股市的凶召。
High volatility is often a sign of market uncertainty, and uncertainty usually inspires people to sell stocks, so high VIX readings are usually bad omens for the market.
在一段时间内持续的回报都超过了以较少的波动,少损失的风险比股票和债券指数的标准股票。
Their returns over a sustained period of time have outperformed standard equity and bond indexes with less volatility and less risk of loss than equities.
那么,中国股票市场与经济增长的关系究竟如何?作为股票市场风向标的股票价格指数的波动趋势值得我们去关注。
Then, what is the relationship between Chinese stock market and economy? The stock price index fluctuation trend being the stock market vane is worthy for us to go and pay attention to.
介绍了股票指数波动率的概念和基本的估计方法,并用有关数据进行了计算。
In this paper, the concept and the estimation method of index volatility are introduced.
的时间用来寻找股票价格和指数期货同步波动的情况。
Look for stock prices to move in lockstep with the index futures at least 75% of the time.
行业股票价格指数的波动性常用来衡量行业的风险。
Vola- tilities of industrial stock price indices are often used to measure the industrial risks.
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.
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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