The sustainability analysis of component index in shenzhen stock market 深圳股票市場(chǎng)成分指數(shù)的持續(xù)性分析
And then , the paper empirically tests the return of composite index of shanghai stock exchange and component index of shenzhen stock exchange 最后,闡述了側(cè)s分析法在股票市場(chǎng)上的應(yīng)用,指出hurst指數(shù)是衡量股票市場(chǎng)有效性的客觀指標(biāo)。
Chapter 6 calculated var values of composite index in shanghai stock exchange and component index in shenzhen stock exchange at difference confidence level using difference methods , and we compared these results with real profit - loss 第六章使用不同方法計(jì)算了上證綜合指數(shù)和深圳成份指數(shù)在不同置信水平下的var值,并與實(shí)際損益作了比較。
Using shenzhen component index and shanghai composite index as sample data , it is found that the phenomena obtained by qualitative analysis do exist in china ' s stock markets , except that the return distributions are skew to right instead of skew to left 利用深圳成分指數(shù)和上海綜合指數(shù)進(jìn)行的實(shí)證研究發(fā)現(xiàn),中國(guó)股票市場(chǎng)的收益率分布存在上述現(xiàn)象。
Interesting results gained in the paper : brief review of development of shenzhen stock market in the last 10 years with its component index shows the market has experienced course from the initial to related mature 本文得到了如下有意義的結(jié)果:依據(jù)對(duì)深圳股票市場(chǎng)的股票成分指數(shù)的變化分析,對(duì)深圳股票市場(chǎng)的發(fā)展進(jìn)行了簡(jiǎn)要回顧,建立了arima模型并進(jìn)行了預(yù)測(cè)。