volatility index 中文意思是什麼

volatility index 解釋
揮發度指數
  • volatility : n. 1. 揮發性；揮發度。2. 輕快，快活。3. 變動不止，反復無常；輕浮。
  • index : n （pl es dices ）1 索引。2 指標，標準，標志。3 示[食]指 （＝index finger）。4 指數。5 【印刷】指...
  1. Paints. determination of the volatility index of a solvent

    塗料.溶劑揮發指數的測定
  2. 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。
  3. Because return of chinese security market is non - normal distribution, so we use garch - t model which can describe the time - variation of volatility and the high - peaked and heavy - tailed characteristics of return to calculate var value of market index. from empirical results we know that this model is efficient

    考慮到中國證券市場收益率序列分佈的非正態性，本文使用了既能描述方差時變性又能反映收益率分佈的尖峰、厚尾特徵的garch - t模型計算市場指數的var值，實證結果表明該模型是有效的。
  4. Through examining these implications empirically, we find that : ( 1 ) price limits may destroy the co - integration of shanghai stock index and its volume ; ( 2 ) in the short rum, price limits increase the volatility of china securities market, but in the long run, stock market volatility trends down ; ( 3 ) under the limit up and down, it increases sharply firstly and then decreases step by step for the coefficient of variation of the day returns series in china securities market

    通過實證檢驗得出如下結論： （ 1 ）實行漲跌停板制度回破壞上證指數與成交量的協整關系； （ 2 ）在短期內會使我國大市指數日收益率的波動增大，但在長期里波動率趨于下降； （ 3 ）實行漲跌停板制度之後，我國證券市場大市指數日收益率的變差具有先增后減的是趨勢。
  5. 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。
  6. Volatility of baltic dry index

    波羅的海運價指數波動研究
  7. Despite this, the market volatility in asian and emerging markets saw investor ' s risk aversion rise sharply and selling pressures take hold, leaving the ftse 100 index 0. 5 % lower

    即便如此，亞洲和新興市場的股市震蕩讓投資者的風險意識急速提升，拋售壓力佔了主導地位，金融時報100指數下跌0 . 5 % 。
  8. Chapter five examines whether stock index futures trading increases the volatility of its underlying spot market

    第五章:股指期貨對股價指數波動的影響。
  9. An analysis of stock price index volatility in china based on the co - integration of econometrics and empirical

    我國股指波動的協整計量分析與實證分析
  10. This study, based on shanghai stock price index volatility, reveals that volatility of profit margin on the last trading day of a month is significant higher than the mean return of other days, which indicates a marked turn - of - the - month - effect in the market

    摘要本文以上證指數為研究對象，對股票市場換月效應與月末效應進行研究后發現，指數在月末最後一個交易日收益率波動率顯著大於月平均收益率波動率，上證指數收益率存在顯著的換月效應。
  11. And the volatility of the composite stock index on the shanghai stock exchange affects the ones of the money supply and import more than the component stock index on the shenzhen stock exchange

    同時，股票市場上的波動影響的主要是消費者價格指數和出口額的波動。對于貨幣供給量和進口額的影響，上證綜合指數影響顯著，而深圳市場影響不顯著。
  12. Secondly, the paper tests the relation between the volatilities of the stock returns and macroeconomic cyclical variables by using granger - causality test and the hendry general - to - specific modelling strategy. we find that such factors we choose here as the volatilities of the value added of industry, the money supply, consumer price index, interest rates and exports, imports have influence on the volatility of the stock returns to some extent

    然後應用格蘭傑因果關系檢驗和韓德瑞的從一般到特殊的建模理論，同時測試股票市場收益率的條件波動率與宏觀經濟變量的條件波動率的相互關系，發現工業生產增加值、貨幣供給量、消費者價格指數以及進出口額的條件波動率等經濟指標對我國股票市場收益率波動率都在不同程度上有影響。
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