波動性指數 的英文怎麼說

中文拼音 [bōdòngxìngzhǐshǔ]
波動性指數 英文
waviness index
  • 波 : Ⅰ名詞1 （波浪） wave 2 [物理學] （振動傳播的過程） wave 3 （意外變化） an unexpected turn of even...
  • 性 : Ⅰ名詞1 （性格） nature; character; disposition 2 （性能; 性質） property; quality 3 （性別） sex ...
  • 指 : 指構詞成分。
  • 數 : 數副詞（屢次） frequently; repeatedly
  • 波動 : 1 （不穩定） undulate; fluctuate; unsettle; surge; rise and fall 2 [物理學] wave （motion）; wave...
  • 指數 : 1. [經] （比數） index number; index 2. [數學] exponent
  1. We will show that not any mean of the revenue rates of the industrial indexes is significantly beyond value zero at confident level 0. 90. moreover the mean of the revenue rate of sse 30 index is negative ( though not significant ). and the fact of " the heritage of variance " appears congruous to the feature of industries represented by the corresponding indexes

    第二章，通過分析上海股市各分類指數的收益率序列的特徵，得出結論如下：各序列都非正態，有自相關性和異方差存在，相對適宜用garch （ 1 ， 1 ）來擬合；除了上證商業（ 1b0002 ） ，各分類指數收益率的均值在85的置信度下都不顯著地異於0 ，而上證30 （ 1b0007 ）的收益率竟小於0 ；在各分類指數中， 」波動繼承性」的結果和各分類指數對應行業的特徵是相關的。
  2. Directed by wave theory of fractured media, the elastic parameters of eda medium are determined in the light of hudson - fractured theory, and christoffel equation gives the formula of the phase velocity of p - wave by which, effects of velocity on behalf of kinetic characteristic and reflection coefficient on behalf of dynamical characteristic form fractured density and azimuty is discussed

    本文以裂隙介質的波動理論作指導，根據hudson裂隙理論，求出eda介質的彈性參數。在此基礎上，應用christoffel方程求出的地震縱波相速度表達式，探討了裂縫密度和裂隙方位對代表波場運動學特徵的縱波速度和代表波場動力學特徵的反射系數的影響。
  3. Based on the geophone vibration formula, this paper presents the affective factors to the seismic data from high resolution geophone arrays and its main property specifications, such as natural frequency, damping coefficient, sensitivity, harmonic distortion, and alias

    為此，從檢波器的振動方程出發，對高解析度地震檢波器性能指標（如自頻率、阻尼系數、靈敏度、諧波失真、假頻等）以及檢波器組合的連接方式對地震資料品質的影響進行了分析。
  4. The fourth chapter " reseach on fractai structure of stock price " anaiyzed the fractai structure of stock price, deduced the investment function, caiculated the hurst exponent, 3 correlation dimension, and max lyaponov exponent, analyzed the self - similarity, long range dependence, circulation period of stock price and sensitivity of stock price to the initial value, suggested took the exponent characterize fractal instead of variance as instrument to measure risk

    第四章分析並檢驗了股票市場的分形混沌特徵，推導了投資函數，計算了表徵股票市場分形特徵的hurst指數，關聯維和最大lyapunov指數，分析了股票價格的自相似性、長期記憶和循環周期，分析了股票價格的波動對初始條件的敏感性，提出中國股票市場具有混沌分形的特性，用傳統的方差法度量股票風險是無效的，必須使用混沌分析能夠理論來刻畫股票收益的風險，建立收益模型。
  5. This paper accounts the characteristic of stock volatility and the significance of the research to stock volatility, some demonstration analysis is done on the return volatility of shanghai index 、 shenzhen index and 15 vocation index of our country ’ s stock market

    本文論述了股市波動性的特徵以及波動性研究的重要意義，對中國股市中的上證指數、深成指數和15支行業指數的收益序列的波動特徵進行了實證分析。
  6. The result shows that both shanghai stock exchange and shenzhen stock exchange have multi - fractal structure, small - scope fluctuation has long - range correlation, large - scope fluctuation has anti - durative, and the fluctuation extent of yield in shanghai stock exchange comprehensive index is more intense than the fluctuation extent of yield in shenzhen stock exchange component index

    結果表明我國滬深股市均具有多重分形結構，小幅波動具有長程相關性，大幅波動具有反持續性，且上證綜指的波動程度比深成指數收益率的波動程度強烈。
  7. Finally, using the 5 minutes intraday data for measuring the market short - term liquidity, we discover that the liquidity of a share market have the reverse " l " sharp, intraday spead have the straight " l " sharp, volatility of retain also have the straight " l " sharp, but intraday volume have the " u " sharp

    最後利用日內五分鐘交易數據對市場短期流動性指標進行了度量與分析，發現滬深a股市場日內流動性呈現出倒l型，日內價差呈現出正l型，收益率的日內波動也呈現出正l型，日內交易量則呈現出u型。
  8. The sixth chapter " essay on the estimation of stock price model " briefly introduced evolution of chinese stock market, showed the abrupt change and discontinuity of chinese stock market return, estimated the three models on the shanghai security exchange comprehensive index, compared the result made by the three models ? the result showed that the figarch model is better in modelling the autocorrelation, heteroskedasticity and nonlinear characteristics of stock price than the others

    建立了上證指數的arfima ， garchzjifigarchta刑種杖刑，並對模二解冰股票價格波動的囪相關性，異方差性和非線性市場的效果以及對價格的問歸和預測效果作了比較，得出結論n a ch模型在解決這些問題上效果最好，二種模刑在價格問歸和預測值上都存在一階滯后問題。
  9. On the basis of investigation on oscillometric technique for non - invasive blood pressure measurements, and combined the technique with pulse - wave theory, this paper designs a blood pressure and artery stiffness measuring apparatus, which not only can measure blood pressure and heart - beat - rate accurately, but can calculate the measurer ' s arterial stiffness index and vascular compliance. the apparatus provides an effective instrument for doctors to determine the measurer ' s cirrhosis level

    本論文在研究分析無創血壓測量方法示波法的基礎上，結合脈搏波理論，設計出一種準確高效的血壓與血管硬度測量儀，該儀器不僅能夠準確測量出受試者的血壓與心率，還能夠計算出受試者的動脈彈性指數和臂動脈順應性，為醫生判斷患者的動脈硬化程度提供一種有效的檢測手段。
  10. For the purpose of wavelet ' s basic concept and wavelet transform fundamental principle, four wavelets : littlewood - paley wavelet, meyer wavelet, harmonic wavelet and odd exponent wavelet are used to analyze structural response under earthquake ; experimental investigation has been carried out for two - stories frame model ; this paper also analyzes earthquake ground motion energy and structural energy response based on wavelet ; this paper proposes dynamic reliability analysis for structure seismic response based on wavelet

    針對小波的基本概念、小波變換的基本原理，本文提出了用四種小波： littlewood ? paley小波， meyer小波，諧波小波，單邊指數小波來進行結構地震反應分析、並對二層框架模型進行振動臺試驗研究、也進行了在小波基下的地震地面運動能量分析和結構地震能量反應、以及結構地震反應在小波基下的動力可靠性分析。
  11. Analyzing the closing prices of composite index in shanghai stock market and component index in shenzheng stock market between january 11th 1993 and december 31th 2002 and using unexpected trading volume as the substitute for information flow, it illustrates the relationship between information flow and price volatility

    該部分以1993 1 11起到2002 12 31的上證綜合指數與深證成份指數日收盤價為研究對象，採用非預期交易量作為信息流的替代指標，分析信息流與波動性之間的關系。第四部分，結論部分。
  12. Integrated the monitoring data collected from the scene of blast with the correlative theory of earthquake wave, the blast vibration characteristic of this underground blast engineering and the influence that the blast vibration act on the ground buildings are analyzed. applied the method of duality linearity regression analysis, the propagation attenuational laws of blast earthquake wave in this underground engineering are gained by this software matlab. the analysis results indicat that the attenuational laws of blast earthquake wave are obvious diversity in the condition of difference distances

    結合採集到的大量爆破振動現場實測數據，並應用地震波的相關理論，分析了該地下工程開挖爆破的地面爆破振動特性及爆破振動對地面建（構）築物的影響;應用二元線性回歸分析法，通過matlab軟體計算得出該地下工程開挖爆破地震波的傳播衰減規律;分析結果表明，不同距離下的地面爆破地震波的衰減規律存在明顯的差異，近距離條件下爆破地震波的垂直方向分量衰減最慢，遠距離條件下垂直方向分量衰減最快，遠距離的爆破地震波的垂直方向分量和水平徑向分量的衰減指數均要比近距離相應的爆破地震波衰減指數要大。
  13. After analyzing and testifying, researching and discussing character and connotation of economic entropy indicates that it conforms with the basic rules of the systematic science, reflects subjective basis ? prime contents ? periodicity and fluctuation of regional economic growth ; above all, providing subjective basis is a basic connotation of economic entropy, for function provides more solid micro - basis and new theoretical method for researching and exploring regional economics though it is a applied economics

    在數學分析和理論驗證后，論文對經濟熵的性質和內涵進行了理論研究，指出，應用經濟熵對區域經濟的研究符合系統科學的基本原則，經濟熵反映了區域經濟發展的主觀基礎、基本內涵、波動性和周期性。其中，提供區域經濟發展的主觀基礎是經濟熵的基本意義之一，這為研究區域經濟這門應用經濟學提供了更堅實的微觀基礎和新的理論方法;接下來，應用經濟熵分析了區域存在的主觀性和客觀性、區域的本質、區域差異的演化過程。
  14. Yu, shang - wu ( 1998 ), " an application of backpropagation networks on forecasting the stock index futures ", joint international conference on contemporary management and comparative management, kaohsiung

    余尚武，吳嘉欽（ 1998 ） ， "股價指數期貨對股票市場波動性之影響" ，第七屆證券暨金融市場理論與實務研討會，中山大學。
  15. Put forward the method to calculate artery stiffness index based on oscillometric technique and flexibility theory of vascular wall

    從示波法波形出發，依據動脈血管臂彈性理論，提出了一種簡單無創的測量動脈彈性指數的方法。
  16. The last chapter discusses the prospects of stock index futures in china ' s stock market. in this chapter, the author interprets the important roles of stock index futures for china ' s capital market, analyses the possible negative effects brought about by stock index futures, and consider that the conditions are getting mature. combining the international practices, this chapter raises my suggestions in the trading schemen 7 contract designing as well as supervisory system of stock index futures in china

    盡管目前仍存在分歧，但大多數研究結果有助於澄清關于股指期貨市場會加劇現貨市場波動性的不切實際的指責和誤解；第四部分考察了美、日、港三種股指期貨市場的監管模式及各自的特徵，並進行了比較分析，這對於我國未來金融期貨市場的監管模式不無借鑒意義；本文最後一部分對我國開展股指期貨交易進行了探討，論述了推出我國的股指期貨交易對於我國資本市場的健康發展有著重要的現實意義，同時對可能產生的負面影響進行了全面分析，並認為我國推出股指期貨的條件也在日趨成熟，本部分還結合國際慣例，對我國股指期貨交易模式、合約設計以及監管模式提出了較為合理的設計方案。
  17. Due to the existing volatility, stochastic and dynamic properties of cash flow, this paper employs exponential smoothing method and moving average method to eliminate the effects of the stochastic factors, use the seasonal exponent to eliminate the seasonal volatility of the cash flow, the exponent curve and polynomial fitting curve to estimate the overall cash flow and also provides the calculating methods and identifying principle of the overall cash flow

    由於現金流量的波動性、隨機性、動態性等特性的存在，依靠單一方法無法科學、準確的預測現金流量。論文提出利用指數平滑和移動平滑的方法來剔除隨機因素影響，利用季節指數來消除現金流量的季節波動，之後再利用指數曲線或者多項式擬合曲線來預測整體現金流量的方法，並給出了整體現金流量的計算方法和確定原理。
  18. In the process of secondary succession from conifer - broadleaf forest to broadleaf forest, species richness fluctuated remarkably

    在針闊混交林向闊葉林演替過程中，物種豐富度指數表現為較大的波動性。
  19. Testing this system over the period 1996 - 2007 produces returns that beatthe s & p500 index by more than a percentage point a year with similarvolatility

    這套系統測試1996 - 2007年期間，在相似的波動性之下，所產出的回報每年平均超過標準普爾指數1個多百分點。
  20. The paper is composed of five chapters the first chapter first introduces the concept, characteristics and the course of development of the stock index futures, then deduces the pricing formula of stock index futures and further analyses the functions of stock index futures and the impact of its transaction on the fluctuation of the spot transactions. the second chapter demonstrates the need and feasibility of the introduction of the stock index futures in china. through the empirical analysis of the market risk of china ' s stock market, we can see that the risk difference between individual stocks, so a portfolio investment wo n ' t help much in risk aversion

    本論文共分為五章，第一章在介紹股票指數期貨的概念、特點以及產生與發展的過程的基礎上，對股票指數期貨的定價公式進行了推導，從而引出股票指數期貨的套期保值、指數套利、資產配置、組合保險等作用，進而分析股票指數期貨交易對股票現貨市場波動性的影響；第二章主要是對中國推出股票指數期貨的必要性和可行性進行論證，通過對中國股票市場風險測度的實證分析，得出了中國股票價格波動齊漲齊落，個股之間的風險差異小的特點，因此，投資者進行投資組合的避險效果就很有限，無論是個人投資者還是機構投資者，都必須面臨中國股票市場巨大風險的事實。
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