thick stock 中文意思是什麼
thick stock
解釋
厚胚-
The results in this section suggest that the phenomena of thick tails, volatility clustering, leverage effects and so on, are still exist in china ' s stock markets
我們在此部分的實證結果表明，中國股市股指收益序列存在和發達市場一樣的諸如尖峰態分佈、波動聚集、杠桿效應等波動特徵。 -
Based on analyzing the existing risk measure methods and the difference of risk essence, proposed one new risk measure method value - entropy, and has given the optimization model of securities investment portfolio. and conducts the empirical research using the shanghai stock market related data, the result shows the model can deal with distributing of “ the thick tail ”
在深入分析現有風險度量方法和風險本質差異的基礎上，提出一種新的風險度量方法? ?價值熵，給出了證券投資組合優化模型，並利用上海股市有關數據進行實證研究，結果表明該方法能夠很好的處理「厚尾」現象。 -
The above problems adding most of the inventors now are small investors and their whole quality is not so high, which caused thick speculation climate in market, big rise and big fall of the stock price
這些問題的存在，使證券市場的基礎很不穩定，主要表現為整個市場投機氣氛濃厚，股票價格大起大落。 -
Our findings are as follows : firstly, the phenomena of thick tails, volatility clustering, leverage effects, are existed in chinese stock markets. bad news affecting is higher than good news ; secondly, it is found from the comparison that the arch type models with student ’ s innovation is more capable to capture characteristics of logarithmic return time series ; thirdly, return of the four share indexes keep in co - integration at a long run ; lastly, the volatility spillover effect between a - share and b - share are tested and there exists a prominent spillover effect from a - share to b - share
而深市b股發生了變化，從第一階段的非對稱現象不顯著到第二階段的顯著，且跟a股保持同向的風險補償。第四，上證a指對上證b指收益率在短期上具有格蘭傑原因，在b股對境內投資者開放后， a 、 b股的關聯性增強。第五，在第一階段， a股向b股的波動溢出不太顯著，在第二階段滬深兩市a股向b股的單向波動溢出均顯著性存在。
分享友人