价格波动

研究了沪、西南交通大学博士研究生学位论文第n页深股市交易日内的价格波动特征：分析了沪、深股市高频价格数据波动的可预测性。

The intraday price volatility and the predictability of high-frequency price fluctuations in Chinese stock market are also studied .

基于MST网络的股票价格波动传播模型研究

Research on Stock Price Volatility Transmission Model Based on MST Network

国内证交所正考虑引入熔断机制，以防范资本市场发生非正常价格波动。

Mainland bourses are contemplating1 the introduction of a circuit-breaker mechanism2 to arrest abnormal price swings on capital markets .

风险值（VaR）与压力测试都是衡量金融资产价格波动风险的重要工具。

Both Value-at-Risk and stress testing loss are important measures for the financial market risk .

取决于SEC的裁定和用词，藉此政府或正式表态“投机造成价格波动”。

Depending on how the commission rules , and on the language they use , this could point to a formal government determination that speculation causes price volatility .

由于我国还没有推出股指期货，本文选用了美国S&P500指数期货的数据进行实证。分析模拟价格波动和基差的VaR值，对我国即将推出的股指期货的风险管理有一定的借鉴意义。

Since our country has not launched stock index futures , this paper chooses to use the date of the United States S & P500 index futures to calculate the price volatility and the VaR-based basis value .

模型得出，资产价格波动性和交易量正相关，交易量将影响价格变化方差，条件方差的演化类似于传统GARCH模型。

The mode implied that it is positive correlation between asset price volatility and transaction volume , which affects price variance , conditional variance evolves just like traditional GARCH mode .

通过构建保护价+期权模式下的SD模型并对模型进行仿真模拟，可以看出通过购买期权公司可以在一定程度上化解市场价格波动的风险，使利润趋于稳定。

It constructs a " protective price + options " SD model and simulates it . From the results it can be seen that the company can dissolve market risk of price fluctuation to a certain extent through the purchase of options and achieve stable profit .

研究成果认为，CDM卖方企业发行这种债券，能有效的规避CERs价格波动风险，克服传统的固定利率债券和浮动利率债券不能规避CERs价格波动风险的缺点。

Researches show that , this bond , can effectively avoid the risk of price fluctuation of CERs , while the traditional fixed rate bonds and floating rate bonds cannot avoid CERs price fluctuation risk .

本文在阐述中国的股票价格波动情况及成因的基础上，分析中国股票价格的信息功能，并对中国的股票价格与各层次货币供应量进行协整和Granger因果检验。

Based on the analysis on the stock price fluctuations and the reasons in China , this article shows the information roles of stock prices . And it makes the cointegration and Granger causality tests between stock prices and money supplies of different levels in China .

与此同时，代表了银行间同业拆借市场资金成本的同业拆借利率CHIBOR与证券市场价格波动强烈的相关性逐渐凸现。

Meanwhile , the correlativity between China interbank offered rates ( CHIBOR ), which represents the cost of interbank offered capital , and the securities price fluctuation is emerging .

通过利用多种非对称性GARCH模型，描述和检验了沪市股票日收益率序列的条件波动性，并通过对股票市场信息影响曲线的分析，发现沪市股票价格波动中存在显著的非对称性反应。

The conditional fluctuation of stock day turn in Shanghai stock markets were described and tested by using many asymmetric GARCH models . After analyzing the information response curves , it was found that the stock price fluctuation in Shanghai stock markets showed its asymmetry obviously .

第二章，对碳排放权价格波动特征进行研究，主要借助马尔科夫机制转换自回归模型（MS-AR）进行深入分析。

The study in second chapter is the characteristics of price fluctuations about carbon emission rights , mainly based on markov regime switching autoregressive model ( MS-AR ) .

中国股票市场价格波动的理论与实证研究

Theoretical Study of China 's Stock Market Price Volatility with Applications

价格波动、市场竞争与实物期权价值评估

Price Uncertainty , Competition and the Value of Real Options

资产价格波动对宏观经济影响的程度日益增加，同时，资产价格的过度波动对以实物价格稳定为目标的货币政策提出了挑战。

Assets price fluctuation has an increasingly effect on macroeconomic .

市场供需量受价格波动影响之研究

Study on Effect of Price Fluctuation to Market Supply And Requirement Capacity

中国股市价格波动的统计特征分析

Analysis on Statistical Features of Price Fluctuation in Stock Market of China

煤炭价格波动的影响因素分析

Analysis on Fundamental and Second Factors that Influence Coal Price

我国银行信贷对房地产价格波动的影响

The Empirical Analysis of Bank Lending and Property Price Volatility

应用时频分析方法对经过滤波后的信号进行研究，我们发现所经计算的证券价格波动均为有色噪声的现象。

We find that these fluctuation signals are color noise .

经济转型期证券资产价格波动的制度解析

The Systemic Analysis of Securities Price Volatility during Economic Transition

世界石油价格波动的原因分析

The study on the cause of the oil price fluctuation

我国水产品价格波动的周期性研究

Analysis of Fluctuation Cycle on Aquatic Products Price in China

股票价格波动对货币供给的作用

Fluctuation of Stock Prices and Its Effect on Money Supply

金融资产价格波动，尤其是股票价格巨幅波动，例如价格的暴涨和暴跌，用收益率度量就是极端收益率。

Financial Asset price volatility . The third was price .

房地产价格波动对宏观经济影响的一般均衡分析

The General Equilibrium Effect of Real-estate Price Fluctuation on Macroeconomic

石油价格波动是其最具有特色的风险之一。

Oil price fluctuation is one of ventures with most typical characteristic .

全球化背景下世界石油市场价格波动研究

The Impact of Globalization on World Oil Prices : An Economy Study

期货市场价格波动与市场弱有效性的检验与分析

Examing and Analyzing the Volatility and Weak Market Efficiency of Metallic Futures Prices