股票市场波动

中国股票市场波动性影响因素研究

Study on the Influencing Factors of Chinese Stock Market Volatility

我国股票市场波动和股票溢价之间的关联机制

Correlation Mechanism between Stock Market Volatility and the Equity Premium in China 's Stock Market

对上海股票市场波动性的ARCH研究

An ARCH study of the volatility in Shanghai stock market

股票市场波动预测的ARCH族模型选择

The Selection of ARCH Group Models of Volatility Forecasting in Stock Market

股票市场波动性传递的多维GARCH分析

Multivariate GARCH Modeling of Volatility Transmissions in 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 .

针对中国股票市场波动幅度大的特征，文章运用股指期货对上证50ETF和深证100ETF进行了套期保值实证研究。

Aiming at the characteristics of China stock market fluctuations ' varying within wide limits , this paper takes Shanghai 50 ETF and Shenzhen 100 ETF for the hedge empirical study with the stock index futures .

第二章阐述股票市场波动性相关理论。

And the paper describes the volatility of stock market-related theory .

中国股票市场波动性与交易量关系的实证分析

Empirical Analysis of Price Volatility and Trading Volume in Chinese Stock Market

股指期货市场和股票市场波动关系研究

Research on Volatility Relation of Stock Index Futures Market and Stock Market

人民币汇率与股票市场波动溢出效应研究

Volatility Spillover Effects between RMB Exchange Rate and Stock Market

中国股票市场波动率的高频估计与特性分析

Analysis on Character and High - frequency Estimation in China 's Stock Market

因此，投资者应小心股票市场波动。

Therefore , investors should be mindful of the volatility of the stockmarket .

证券投资基金风格、投资行为与股票市场波动

Investment Styles of Fund Managers and Market Volatility

我国证券投资基金投资行为对股票市场波动性影响研究

Research on Influence of Security Investment Funds ' Behavior on Volatility in Chinese Stock Market

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 .

基于多尺度分析理论的中国股票市场波动的实证研究

Research on the persistence of Chinese stock market volatility based on a multi-resolution analysis theory

股票市场波动特征及其影响因素研究是学者们和投资者所关注的焦点。

Research on stock market volatility and its factors affected is a focal point of scholars and investors .

相对来说，经济政策对于我国的股票市场波动也有着非常大的影响。

Vice versa , economic policy also has a heavy influence on the fluctuation of Chinese stock market .

利用频域分析工具实证得出上海股票市场波动性的日内周期特征和长记忆特征。

Then intraday periodical and long-memory characters of Shanghai stock exchange market are worked out by frequency analysis method .

与其他人的研究结论一致，中国股票市场波动性与交易量存在正相关关系。

The finding is consistent with other empirical results of positive contemporaneous correlation between trading volume and price volatility .

基于行为金融理论分析基金作为有限理性人加剧股票市场波动的原因。

Based on behavioral finance theory , we analyze fund as a limited rational man causes increased stock market volatility .

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。

This paper is an empirical study on the volatility of stock market in China & based on the long-term memory theory .

上海股票市场波动实证性研究：2001&从交易方式角度透视

A Study of the Volatility of Stock Price in the Shanghai Stock Market : 2001 & From the Perspective of Trading Mechanism

近来股票市场波动加剧，一些竞争对手的专营交易受到冲击。尽管如此，瑞银集团的投行业务收益仍出现大幅增长。

Earnings in investment banking rose sharply in spite of the recent turmoil in equity markets that hit proprietary trading at some competitors .

因此分析和研究我国股票市场波动的特征对我国股市的健康、稳定和高效地发展有着重要的作用。

And the analysis of the volatility characteristics of stock market has an important role in stock market healthy , stable and efficient development .

该部分分析了影响我国上海股票市场波动性的融资融券因素，主要为投资者结构、保证金比例以及保证金范围。

And it discovers that the influencing factors of the margin trading are consisting of the main structure for investors , margin ratio and the margin range .

基于指令驱动市场信息模型，从信息不对称角度解释股票市场波动性日内特征的原因。

Based on the information model of order-driven market , the intraday characteristics of the volatility of Chinese stock market are studied from the viewpoint of asymmetric information .

股票市场波动特性及其影响因素的研究分析一直以来是现代金融领域的热点问题之一。

Therefore , the volatility characteristics of stock market and the influencing factors on stock market have been one of hot topic researches in the field of modern finance .

利用中国股市数据进行的实证结果表明，与单测度指标的随机波动率模型相比，基于两个测度指标的随机波动率模型能更好地描述股票市场波动率和市场波动风险。

Empirical results on Chinese stock market indicate that stochastic volatility model based on the two index outperforms those based on one index in capturing volatility character and market risk .