上海股市,Shanghai stock market
1)Shanghai stock market上海股市
1.The Comparative Research on Shanghai Stock Market Between the GARCH and EGARCH Model Under Different Distributions;不同分布下GARCH和EGARCH模型对上海股市的比较研究
2.Thestudy result shows that there are significant ARCH effectsinShanghai stock market,that the asymmetric fluctuationexists for a longer time,and that EGARCH model iseffective in the simulation of the fluctuation of Shanghaistock market.利用四种GARCH模型实证分析了上海股票市场的波动性,研究结果表明上海股市具有较为明显的ARCH效应,波动持续的时间较长,波动存在显著的非对称性,EGARCH模型对上海股市波动具有较好的拟合效果。
3.With this method we compare the goodness of fit between SV and GARCH models and between SV and t_GARCH models forShanghai stock market.从似然比原理出发,提出了一种基于随机模拟的似然比检验方法,阐明了利用该方法进行模型间比较的基本步骤,并利用基于随机模拟方法的似然比检验,分别比较了SV与GARCH(1,1)、SV与t GARCH对上海股市数据拟合优度,结果表明:SV模型对于上海股市时间序列数据的拟合好于GARCH(1,1)模型,而SV模型上海股市时间序列数据的拟合与t GARCH(1,1)模型效果相当。
英文短句/例句
1.Analysis of P/E Ratio and Return of the Stocks in Shanghai Exchange-A Test of the Efficiency of Shanghai Exchange;上海股市市盈率与股票收益分析——对上海股市有效性检验
2.Influential Factors of Stock Prices in an Inefficient Market--Taking Shanghai Stock Market as an Example;非效率市场股价的影响因素:以上海股市为例
3.The Application of VaR Model in Shanghai Stock Market;VaR模型及其在上海股市中的应用
4.Empirical Research on the Day of the Week Effect and Long Memory Effect on Shanghai Stock Market;上海股市周日历效应及长期记忆研究
5.An Empirical Research in the Stock Market of Shanghai by GARCH Model;GARCH模型对上海股市的一个实证研究
6.Ultra-High-Frequency Data Analysis of Shanghai Stock Market Microstructure;上海股市微观结构的超高频数据分析
7.Weekday Effect on Shanghai Stock Market Return and its Volatility;上海股市收益与波动的周内效应研究
8.High-Frequency Estimation and Test for Calendar Effect of Shanghai Stock Market;上海股市“日历效应”的高频估计与检验
9.Intercept Change SV Model and Its Empirical Evidencein Shanghai Stock Market;变截距SV模型及其在上海股市的实证
10.Modelling of the Impact of Technical Trend Signal on Shanghai Stock Market;上海股市对技术信号的价格反应模型
11.Persistent Influence of Financial Risk in Shanghai Stock Market and Its Avoiding;上海股市风险影响的持续性及其规避
12."In 1993, Tsingtao Beer Stock Company was reorganized into a stock company and issued H stocks and a stocks respectively in Hong Kong and Shanghai."1993年改制为股份有限公司,并在香港和上海上市发行H股和a股股票。
13.The system dynamics analysis on stock market:A case of Shanghai Stock Market;股票市场系统动力学分析:以上海股票市场为例
14.A Famous Trade Mark Won上海机场股份公司喜获上海市著名商标
15.Empirical Study on the Influence-Strength of Price Fluctuation In Shanghai A-Share Stock Market;上海A股市场股价波动相互影响能力实证研究
16.The Cooperation Correlation and Joint Research of A Share s Index in Shanghai & Shenzhen Stock Market;上海、深圳股市A股指数的协整性对比和联动研究
17.Positive Research on Signal Delivering Effect of Dividend Policy of Listed Companies in Shanghai Stock Market;上海证券市场股利信号传递实证研究
18.Stock Returns and Liquidity in Shanghai Security Exchange (SSE);上海证券市场股票收益和流动性研究
相关短句/例句
Shanghai Stock Market上海A股市场
1.Study on the Scale Effect of Stock Market——Empirical Test ofShanghai Stock Market;股市规模效应的再研究——基于上海A股市场的实证分析
3)Shanghai stock market上海股票市场
1.Portfolio analysis toShanghai stock market: a trade off between mean and absolute deviation;上海股票市场的投资组合分析:基于均值—绝对偏差的折中方法
2.This paper examines the weak form efficiency inShanghai stock market from the beginning of 1991 to the end of 1996 by applying modern investment theories and empirical research method.运用现代投资分析理论与实证研究方法，对上海股票市场从１９９１年初～１９９６年底的市场弱式有效性进行了全面综合分析。
3.The research aim to the pricing ofShanghai stock market is to check whether the relation of the average profit of invest compose and the systematic verture β comforms to the traditional CAPM theory.对上海股票市场的价格进行研究的目的是检验投资组合的平均收益和系统性风险β的关系是否符合传统的CAPM理论。
4)stock return in S.S.E上海股市收益
1.Finally the ARCH models for stock return in S.引入ＡＲＣＨ模型族以突破传统经济计量学“同方差条件”的限制，和更加精确地动态度量代表金融风险的收益序列的条件“异方差”；针对ＡＲＣＨ传统估计方法的不足提出了利用遗传算法的改进算法；最后利用遗传算法实证建立了上海股市收益的各种ＡＲＣＨ模型；得出了上海股市“杠杆效应”、Ｉ－ＡＲＣＨ现象显著存在，Ａ－ＰＡＲＣＨ是上海股市收益“异方差”最合适的描述形式等有益结论。
5)the composite index of Shanghai stock market上海股票市场综合指数
6)Shanghai individual investors上海市股票投资者
延伸阅读
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