你可以看到,股票市场波动性大于其收益,每股价格往往是,每股收益的几倍之多。
You can see that the stock market has been more volatile than the earnings and the price of a share is many times higher than the earnings per share.
后者通过分析股票市场波动性和交易量的关系来探讨风险在股票市场上的表现。
The latter investigates the risk through the relationship of the stock market volatility and trading volume.
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.
SWARCH模型较传统的ARCH类模型显著地提高了股票市场波动性的描述与预测能力。
The SWARCH models outperform the ARCH models in the description and the forecast capability of the volatility significantly.
结果表明,在绝对差别与标准差别两种情况下,基金规模、投资者的风险容忍度不能充分解释股票市场的流动性,与股票市场波动性的关系不显著;
Results show that in two situation both absolute and standard difference, fund size, risk tolerance of investors can not fully explain the movement of the stock market;
实证分析结果表明:EGARCH模型比较适合对我国股票市场波动性作长期预测,若假设收益序列服从t分布,由此改进的EGARCH-T模型会得到比正态分布下更好的拟合与预测效果。
The results show that EGARCH is the best model for forecasting long-term volatility. Furthermore, using EGARCH with the Student t-distribution gives better results than with a normal distribution.
波动性是股票市场的一大显著特征。
Volatility is one of the common characteristics in the stock markets.
从而得出结论:即开放式基金加剧了股票市场的波动性。
Thus conclusions that the open-end funds exacerbated the stock market's volatility.
实证结果表明,深圳股票市场存在状态持续性和波动性。
The empirical Evidence indicates that Shenzhen stock market exists state persistence and fluctuation.
价格波动性是股票市场与生俱来的特性,也是股票市场存在并正常运行的前提条件。
Price fluctuation is a feature of the stock market and it is also a premise for the stock market to go forward smoothly.
波动性:短期来看,与股票市场非常相关连,譬如房地产投资信托基金与股票市场。
Volatility: aligned to property investment product marketplace i. e. public equity (REITS) linked to stock market movement.
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.
但股票市场本身又存在着多方面的性质,这包括股票市场的规模、流动性与波动性及其与世界股票市场的整合性等。
But stock markets have many aspects of qualities, which include its scale, liquidity, volatility and integrity with international stock markets.
实证结果表明在中国股票市场中信息交易概率与市场流动性正相关,而与波动性负相关,进一步揭示了中国股市的价格行为。
The results show that higher PIN leads to (lower) (liquidity) and higher volatility and vice versa. At the same time these concludes disclose the behavior of the price (further) in China stock market.
波动性是评价市场稳健性最重要的指标,也是最直观、最简洁,集中体现了股票市场运行的质量和效率。
Volatility is one of the most important indicators to evaluate the stability of market. It is intuitive, succinct and concentrated to express the quality and operation of the stock market efficiency.
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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