此外,与前人研究结果不同的是,本文研究发现基金的投资规模对整个市场和个股股票波动性的影响并不显著。
In addition, the study found that mutual funds' investment impacts on market and stock volatility are not significant, which is different from other people's previous research.
本文将通过EGARCH模型研究权证上市前后标的股票波动性的变化,据此探讨权证上市给标的股票波动性带来何种影响。
In order to study the impact of warrants listing on the volatility of the underlying stocks, I use the EGARCH model introducing a dummy variables to estimate it.
这里还有一个不太典型的失误:当股市动荡导致波动性上升时,高盛被打了个措手不及,股票交易收入因而下降。
There also was an uncharacteristic blunder: Equities-trading revenue tumbled because Goldman was caught flat-footed when volatility rose as markets tumbled.
关于波动性(股票,债券,通货)的测量结果也是惊人的低。
And measures of volatility (for shares, bonds or currencies) have been strikingly low.
RBA说在过去的5年中,对冲基金和本地股票的回报相同,扣去费用之后为12%每年,尽管拥有较低的波动性。
The RBA said hedge funds returned the same as local shares over the past five years, or 12% a year after fees, albeit with lower volatility.
第二,如今新兴市场股票的波动性较十年前已经大大降低。
Second, emerging market stocks are far less volatile than they were just a decade ago.
格罗伯力还指出了在美上市中国股票的另一个优点,那就是美国股市比香港股市更有深度且有更灵活的选择,这有助于应对这些股票的波动性。
Groebli also points out that U.S. listings come with another benefit that can help investors deal with their volatility — a far deeper and more active options market than is available in Hong Kong.
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.
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.
因此,可以通过度量上市银行股票价格的波动性来考察它们面临的风险信息,进而全面评价它们的综合竞争力。
Therefore, we can study the risk exposure through measuring the fluctuation of stock price of listed Banks and then make comprehensive evaluation of these Banks' competitiveness.
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.
这里还有一个不太典型的失误:当股市动荡导致波动性上升时,高盛被打了个措手不及,股票交易收入因而下降。
There also was an un characteristic blunder : Equities-trading revenue tumbled because Goldman was caught flat-footed when volatility rose as markets tumbled.
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.
交易员基于低波动性和没有突破的假设为特定股票设定高点和低点。
The trader sets a floor and ceiling for a particular stock price based on the assumption of low volatility and no breakouts.
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.
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.
股票选择权,第2单元:实证,波动性。
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.
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.
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.
高波动性已为跨资产类别的股票和债券投资者非常重要的意义。
Higher volatility has very important implications for equity and bond investors across asset classes.
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.
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.
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.
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