上海股票市场

对上海股票市场波动性的ARCH研究

An ARCH study of the volatility in Shanghai stock market

基于混合模型的上海股票市场VaR研究

Value - at - Risk Analysis of Shanghai Stock Market with Mixed Models

上海股票市场基于CAPM的风险研究

The Empirical Research of Risk Based on CAPM in Shanghai Stock Market

本文以上海股票市场为例，选择合适的ARCH族模型检验了市场上每一天的所有信息对市场波动性总的影响。

In this paper , we research the effect of all information of Shanghai stock market every day on the market volatility with ARCH models .

CAPM在上海股票市场上的实证研究

A Test of CAPM in Shanghai Stock Market

最后利用马尔可夫机制转换算法（MRS算法）来辨识上海股票市场价格的异常波动。

In addition , we apply the markov regime switching algorithm to detect the abnormal fluctuations of stock prices in Shanghai stock market .

本文将应用均匀设计抽样并结合EM算法，针对上海股票市场上证指数的历史行情，给出了技术分析指标&动态指标的最佳参数组合。

In this paper , I shall apply uniform design sampling and combine EM arithmetic to find the optimal combination of dynamic indicator in stock market of shanghai .

结果表明我国上海股票市场收益率序列的波动具有显著的异方差性，可以用GARCH（1,1）进行拟合。

The result shows that there is serious volatility on return rate of the stock market , and GARCH ( 1,1 ) model performs very well .

本文围绕Markowitz投资组合理论以及投资组合绩效评价模型在中国证券市场（以上海股票市场为例）的应用而展开。

The main content of this paper is about the application of Markowitz portfolio theory and its performance evaluation models in Chinese security market .

其次采用自相关系数、Q统计量和构造自回归移动平均过程三种方法对上证综合指数进行随机游走检验，得出上海股票市场还未达到弱式有效性的结论。

After that , three methods : correlation coefficient , Q statistic weight and autoregressive moving average process , were used to have the random inspection on Shanghai Index . The conclusion is Shanghai security market is still not the weak-from efficiency .

接着利用中国上市A股的数据采用探索性因子分析法提取公共因子，并采用两路径回归法对APT模型进行实证检验，得出APT弱适用于中国的上海股票市场的结论。

Proposed the shortcoming in CAPM empirical research in order to propose APT , Then , extracted common factor which used A stock data in shanghai stock exchange market , and tested APT with two-path regression . The results showed that APT weak applies in Chinese Shanghai stock exchange market .

公司治理与财务困境：来自上海股票市场的证据

Corporate governance and financial distress : evidence from Shanghai security market

上海股票市场弱式有效性实证分析

Empirical Test of the Weak Form Efficiency in Shanghai Stock Market

上海股票市场非线性与混沌的检验

An Examination of Nonlinearity and Chaos in the Shanghai Stock Market

得出了我国上海股票市场存在过度反应现象的结论。

The conclusion is the market is an overreaction market .

上海股票市场流动性影响因素分析

Analyses on Factors Impact on Liquidity of Shanghai Stock Exchange

上海股票市场收益日内效应的研究

A Study on the Intraday Effect in Shanghai Stock Market

基于非参数波动测度的上海股票市场异质性研究

Heterogeneity of Shanghai stock market based on nonparametric volatility measurements

基于技术分析指标的上海股票市场实证研究

The Study of Shanghai Stock Market about Technical Analysis Indicators

套利定价模型在上海股票市场的有效性检验

The Availability Test of APT in Shanghai Stock Market

上海股票市场的分形分析和风险测量模型

Fractal Analysis and Risk Measurement on Shanghai Securities Markets

股票日内流动性度量及其风险调整&基于上海股票市场高频数据的实证研究

Measuring of Stock Intraday Liquidity and its Risk Adjusting

股票市场系统动力学分析：以上海股票市场为例

The system dynamics analysis on stock market : A case of Shanghai Stock Market

基于市场微观结构的上海股票市场买卖价差的实证研究

Empirical Study on Bid-Ask Spread of Shanghai Stock Market Based on the Market Microstructure

上海股票市场非线性和状态持续性的R/S分析

Exploration on Nonlinear and Persistence of the Shanghai Stock Exponent with R / S

上海股票市场收益率与成交量因果关系研究

A Research of the Causality between Return Rate and Trading Volume in Shanghai Stock Market

上海股票市场收益率序列的波动具有显著的异方差性；

The serial data of the return in Shanghai stock market have obvious heteroscedasticity phenomena ;

本章中对上海股票市场波动的特征也进行了分析。

Chapter three makes a positive research to the stock market investment risk of Shanghai .

研究同时发现，上海股票市场具有很强的规模效应和价值效应。

This paper also finds that scale effect and value effect exist in Shanghai stock market .

分形维数的数学基础及对上海股票市场混沌、分形特性的实证分析

Mathematical Basis of the Fractal-dimension and Empirical Analysis of the Chaos and Fractal to Shanghai Stock Market