The volatility spillover effect between representative warrants in China warrants market and the underlying securities is examined using cross-spectral analysis.
通过互谱分析实证研究了中国权证市场具有代表性的权证与其标的证券之间的波动溢出效应。
According to the cross spectral analysis, there is a high coherence with high confidence at intervals of 11 years between the typhoon's MTCR and the sun spots.
再经过交叉谱分析后指出，台风暴雨的11年周期与太阳黑子数有很高信度的高凝聚值。
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