Therefore, exploration into the trading volume impacts on price volatility is actually the analysis of the information flow impact on it.
可见,研究交易量对价格波动的影响,实质上是分析信息流对波动性的影响。
Thus, volatility of Emerging Countries (EMC) 'capital flows has attracted more and more researchers' attention, and these researchers have founded a lot of theoretical and empirical analysis.
由此,国内外很多学者开始关注新兴市场国家(emc)国际资本流动的波动问题,并对此进行了大量的理论与实证研究。
We will continue to improve the analysis and monitoring of capital flows and management of risks stemming from excessive capital flow volatility.
我们将继续改善关于资本流动的分析、监测和对资本流动过度波动带来风险的管理。
In Chapter two, the frequency domain method of financial volatility analysis is studied.
第二章研究金融波动的频域分析方法。
Through the analysis of copper time series' characteristics, we found that copper yield rate time series had peak fat-tail characteristic, volatility clustering characteristic and obvious ARCH effect.
通过对沪铜收益率时间序列特征的分析发现,沪铜收益率时间序列存在尖峰厚尾性和波动集群性,并具有明显的ARCH效应。
Secondly, after understanding the formation of asset price volatility it will be a concrete analysis of the mechanism which based on the expected asset price fluctuations on the macroeconomics.
其次,在了解了资产价格波动的形成后将具体分析基于预期机制的资产价格波动对宏观经济的影响。
According to the stepwise regression to stock return rate and the correlated analysis, it is proved that the Eva index can well explain the volatility of stock price and evaluate...
通过对股票收益率进行逐步回归和相关性分析,实证结果表明EVA指标能较好地解释股价波动和衡量公司业绩。
First, we introduce the concept and theory of the spectral analysis and its application in the field of economic and finance, then summarizes the basic factors affecting stock market volatility.
首先,详细介绍谱分析的相关概念、理论知识以及谱分析在经济金融领域的研究情况,并总结了影响股市波动的基本因素。
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.
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.
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。
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