自相股票交易 的英文怎麼說
中文拼音 [zìxiānggǔpiàojiāoyì]
自相股票交易
英文
incestuous share dealing- 自 : Ⅰ代詞(自己) self; oneself; one s own Ⅱ副詞(自然;當然) certainly; of course; naturally; willin...
- 相 : 相Ⅰ名詞1 (相貌; 外貌) looks; appearance 2 (坐、立等的姿態) bearing; posture 3 [物理學] (相位...
- 股 : Ⅰ名詞1 (大腿) thigh; haunches 2 (機關、企業、團體中的組織單位) section of an office or enterp...
- 票 : 名詞1 (作為憑證的紙片) ticket 2 (選票) ballot 3 (鈔票) bank note; bill 4 (強盜綁架去用做抵...
- 交 : Ⅰ動詞1 (把事物轉移給有關方面) hand over; give up; deliver 2 (到某一時辰或季節) reach (a cert...
- 易 : Ⅰ形容詞1. (容易) easy 2. (平和) amiable Ⅱ動詞1. (改變; 變換) change 2. (交換) exchange Ⅲ名詞(姓氏) a surname
- 股票 : shares; share certificate; stock certificate; equity security; stock; capital stock
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Empirical evidence of feedback trading and stock return autocorrelations
反饋交易規則與股票收益自相關實證分析This paper tests by examining the autocorrelations of the daily returns. neither public information nor private information will generate significant serial correlation,
公共消息和私有信息不能促使股票收益產生明顯的自相關,然而若交易噪聲存在,則股票收益應該是自相關的。The object of this thesis for a master ' s degree is to study the existence of seasonality effect in shanghai and shenzhen a - share market. we use the return data of a - share indices ranging from july 21st, 1997 to the end of year 2000 to study this effect by employing five different asymmetric garch - m models. before the garch analysis this paper studied the detail in very detail and find that the data is not much different from the index returns from developed market : it is fat tailed, with high kurtosis
本研究首先對選取的樣本? ?中國的上海和深圳兩個股票市場a -股綜合指數1997年7月21日到2002年12月31日間1316個交易日的收益率的數據分別進行了深入的分析,發現滬深兩市已經逐步趨于規范化,其指數收益率分佈具有明顯的尖峰、厚尾的特點;然後分別運用了ljung - boxq檢驗和增廣的dick - fuller檢驗,發現所研究的兩個市場的收益率都具有明顯的自相關性,並且都是穩定序列;最後利用white異方差檢驗和arch性檢驗,證明了本文所研究的樣本具有明顯的異方差性和顯著的arch效應,因此用自回歸條件異方差模型來研究中國股市的季節效應非常合適。The merging of ecns and exchanges means that shares will be traded the same way as in london, paris and frankfurt : orders for liquid stocks will be mostly matched automatically
電子交易系統與交易所的合併意味著,紐約的股票交易方式將和在倫敦、巴黎和法蘭克福相同:高流動性股票的買賣指令大部分將自動撮合。分享友人