上证指数

上证指数的非线性动态结构分析

The Non-linear Structure of the Shanghai Stock Exchange Index

ARCH类模型及其在上证指数收益波动中的应用

ARCH-Type Models and Its Application of the Return Volatility in Shanghai Stock Exchange Index

上证指数收涨44点。

The Shanghai Composite Index ended up44 points .

ARCH族模型在上证指数中的应用与预测

The Application and Forecasting on Shanghai Index of The Class of ARCH Model

基于RBF神经网络的上证指数预测研究

Prediction of Shanghai Stock Exchange Composite Index Based on RBF Neural Network

上证指数和恒生指数的copula尾部相关性分析

Tail Dependence Analysis of SZI HSI Based on Copula Method

基于ARIMA模型对上证指数的预测

Forecast and Analysis of Shanghai Stock Index Based upon ARIMA model

本文探讨了神经网络模型在股票预测上的应用，通过建立BP网络模型对上证指数进行了预测分析。

This paper discusses the application of neural network model in prediction of stock index and predicts the Shanghai exchange index by establishing BP network model .

经济增长的变化对房地产价格、CPI、上证指数的影响也最大。

The housing price , CPI and Shanghai Index are most influenced by economic development .

上证指数Hurst指数的测定及应用

Measurement on Hurst Exponent of SSE Index and Its Application

GARCH模型和SV模型的应用比较研究&以上证指数的波动性为例

The Comparison on Applications of GARCH and SV Models & Taking Shanghai Composite Index as An Example

将该神经网络用于上证指数的趋势预测，仿真结果表明：该神经网络比BP神经网络具有更好的全局收敛性、更高的学习效率和预测精度。

The neural networks is adopted to forecast Shanghai stock indexes . The result of emulation indicates that the neural networks has better global convergence and higher training efficiency and forecasting precision .

因此，只有用正态混合分布假设下的GARCH模型才可以较好地解释上证指数的波动性。

GARCH model is used on the basis of the hypothesis of mixed normal distribution to analyze the Shanghai-securities index volatility .

利用GARCH（1,1）讨论了上证指数上涨对居民储蓄的影响。

GARCH ( 1,1 ) was used to discuss the influence of Index of Shanghai Stock Market on the household saving .

本文将应用均匀设计抽样并结合EM算法，针对上海股票市场上证指数的历史行情，给出了技术分析指标&动态指标的最佳参数组合。

In this paper , I shall apply uniform design sampling and combine EM arithmetic to find the optimal combination of dynamic indicator in stock market of shanghai .

在提出改进的BP神经网络模型之后，本文分别使用改进的BP神经网络和支持向量机方法对上证指数做出预测，并对两种方法的预测结果做出比较。

After propose the improved BP neural network model , we then use the improved BP neural network and support vector machine to predict the SZZS and make a compare the results of two methods .

在研究过程中，首先，基于2002年1月至2011年12月的月度数据采用HP滤波趋势分解法探讨经济增长周期与上证指数波动的关系。

In the course of the study , firstly , it uses HP filter trend decomposition method to investigate the relationship between economic growth cycle and fluctuations of the Shanghai Composite Index .

主要使用极值理论中的两种方法对上证指数进行VaR估计，并且进行后验测试以评价该方法的可靠性。

Making use of the two estimation methods of EVT the paper predicts the VaR of Shanghai Securities Composite Index . Then the reliability of the methods has been evaluated by back testing .

然而，上证指数和所研究的任何一个宏观经济变量都不存在双向的Granger因果关系，说明任何一个宏观经济变量都无法单独的预测上证指数的走势。

However , neither Shanghai index nor any macroeconomic variable studied here has Granger causal relation , that means none of the macroeconomic variables can predict the Shanghai index tendency alone .

然后，运用AD方法检验数据时间序列的平稳性，接着对各宏观经济变量对上证指数进行协整检验和Granger因果关系检验。

Then stationarity of time series for the data has been examined by adopting AD method , followed by cointegration test and Granger causal relation test against each macroeconomic variable and Shanghai Stock Exchange index respectively .

本文通过对上证指数进行全面系统研究，指出利用稳定分布能够更好地拟合我国股票市场的收益率，并且在稳定分布情况下，利用VaR和预期损失两个指标来度量风险。

On the basis of complete study , the thesis argues that the stable distribution fits the ShangHai Stock Index better . And also , the VaR and the expected shortfall can be used as the risk measurement .

此外本文将WES与GARCH（1,1）模型结合预测上证指数风险，比单独使用VaR与ES模型考虑了投资者的风险厌恶，解决问题的能力更强，对股票波动率的刻画也更合理。

At last WES model combined with GARCH ( 1,1 ) forecast the Shanghai index risk , which considering the risk aversion of investors . This model has better problem-solving and stock volatility than the VaR and ES models .

本文通过对恒生指数和上证指数历史数据的处理，给出HURST维数的R/S估计，进而研究两个股票指数的相似性。

In this paper , we get the R / S estimations of HURST dimension through computing the historical data of Hang Seng Index and Shanghai Index , and study the similarity of two indexes .

对上证指数、恒生指数、台湾指数和标准普尔500指数的实证分析表明MCMC方法优于经典的IFM方法。

For the analysis of Shanghai composite index , hang sang index , Taiwan weighted index and s & p 500 index , and our results show that the MCMC method is superior to the classical IFM method .

交易机制对市场预测性产生了不可忽视的影响。（2）运用LSB模型对上证指数和万科A的信息成本大小进行度量，结果显示万科A的信息成本远低于上证指数。

Trading mechanism has produced a unnoticeable influence on market predictability . ( 2 ) Using LSB models shipped to measure the size of information costs of the Shanghai Index and Wanke A , results show that the information cost of Wanke A is far less than the Shanghai index .

基于奇异谱分析的上证指数预测模型

Singular Spectrum Analysis and Forecast Model Based on Shanghai Composite Index

移动平均线有用吗？&基于上证指数的实证研究

Are Moving Average Rules Profitable ? Evidence from Shanghai Composite Index

基于贝叶斯推断的上证指数突变点研究

Research on Change-Points in Shanghai Composite Index Based on Bayesian Inference

运用生存模型对上证指数与成交量的研究&兼论股市的政策效应

Study of Shanghai tock lndex and the polices effect with survival analysis

通过应用回归分析的方法，我们比较了上证指数，上证180指数和上证A股指数作为备选的市场组合的各种情况。

The candidates are Shanghai composite index , 180 index and A-index .