沪深股市

沪深股市收益率序列具有一定的平稳性、存在ARCH效应；沪市的波动性大于深市的波动性，沪市存在明显的杠杆效应，而深市的杠杆效应不显著。

The returns series of Shanghai and Shenzhen Stock market has certainly stationary and ARCH effect ;

沪深股市的二元风险模型

Bivariate Financial Risk Modeling Based on Shanghai and Shenzhen Stock Market

基于下界VaR对沪深股市市场风险的实证研究

Lower Bound VaR And Its Empirical Analysis of the Market Risk Between Shenzhen and Shanghai Stock Markets

多元长记忆SV模型及其在沪深股市的应用

Multivariate long memory SV model and its application to Shanghai and Shenzhen stock markets

基于代理成本的IPO公司审计师选择实证分析&来自沪深股市IPO公司的证据

Empirical Analysis on the Relationship between Agency Cost and Auditor Choice of IPO-Firms Evidences from IPO-Firms in Stock Market of China

沪深股市总市值23.57万亿元，占2008年GDP比例约95.4%。

The total market value in Shanghai and Shenzhen securities market is 23.57 trillion Yuan , account for the GDP in 2008 approximately 95.4 % .

极值BMM与POT模型对沪深股市极端风险的比较研究

Comparative Research on Extreme Risk of Stock Market Based on BMM and POT Model

本文介绍了市场弱有效性检验方法，并对中国沪深股市的ST板块和股指做了实证检验。

This paper introduces the weak validity test , and makes some empirical tests on the ST portfolio in Chinese stock market and some stock indices .

本文运用copula建立了预测沪深股市风险的二元模型，该模型包括参数估计和对不同copula参数族进行择优的准则与方法。

It consists of parameter estimation and the method to choose the optimal copula from many different parametric families .

沪深股市极端风险的实证研究与比较分析&基于GPD分布的极值POT模型

Empirical and Comparative Research on Extreme Risk of Shanghai and Shenzhen Stock Markets & Based on Model POT under GPD

基于MDH假说的中国沪深股市量价关系实证研究

The Relationship between Price Volatility and Trading Volume in the China Stock Markets Based on Mixture Distribution Hypothesis

GARCH-M模型与我国沪深股市的波动

GARCH-M Model and the Volatility in Hu-Shen Stock Market

本文采用DEA方法，以沪深股市50家房地产上市公司为样本，采用其2002年度财务数据，对样本公司资本利用的有效性进行了实证分析。

Based on financial data in 2002 , this paper offers an alternative perspective and characterization on the performance of 50 listed real estate companies in China , especially on the efficiency on capital using .

最后结合沪深股市中的某些股票的收盘价格的数据验证了不仅fα可以用来描述股价的变动，而且△f可以用来预测股价走势。

At last , we use some datas of the closing price in HuShen stock validating that not only the variation of the share price can be described by f α, but also the fluctuation of it can be predicted by Δ f.

把一种新的极值Copula函数&t-EV-Copula应用于二元极值理论对沪深股市联合分布的尾部特征进行研究。

The bivariate extreme value theory is applied to research the heavy-tail characteristic of the joint distribution of the Shanghai and Shenzhen stock market by a new extreme Copula , t-EV - Copula .

选取1998～2002年度沪深股市42家ST摘帽公司为财务困境企业样本，从财务和市场两个视角定量考察我国上市公司是否存在财务困境成本。

With a sample of 42 ST firms listed in Shanghai and Shenzhen stock exchanges during the period of 1998-2002 , this paper gives quantitative measurements of financial distress costs of these firms both from an accounting viewpoint and from a market viewpoint .

本文运用无限可分纯粹跳跃的NIG模型和VG模型对沪深股市股指收益分布特征和国际上其它主要股市股指收益分布特征进行拟合分析。

This paper examines the characteristics of stock return distribution of China stock and international stock market using normal inverse gaussian model and variance gamma model .

本文选择1998&2002年间沪深股市40家ST摘帽公司A股为样本，从经营业绩观和权益价值观两个角度考察我国上市公司是否存在财务困境成本。

By selecting a sample of 40 A-shares with ST listed in Shanghai and Shenzhen Stock Exchanges during the period of 1998-2002 , this paper discusses quantitative measurements of financial distress costs of these firms both from financial performance point of view and from market value point of view .

上市公司审计意见类型影响因素的实证分析&基于沪深股市2003年A股年报资料的研究

The Empirical Analysis of the Factors Leading to the Audit Opinions

预测沪深股市市场波动性

Forecasting the Volatility of the Shanghai and the Shenzhen Stock Markets

沪深股市相关结构分析研究

Research on Dependence Structure Between Shanghai and Shenzhen Stock Markets

沪深股市均值回归的实证检验

An Empirical Test on Mean Reversion in Shanghai and Shenzhen Stock Market

2002年沪深股市前景展望

Prospect of stock market of Shanghai and Shenzhen in 2002

中国沪深股市中羊群行为检验

Test of Herding Behavior in Shanghai and Shenzhen Stock Market

基于多分辨分析的沪深股市相关性分析

Analysis of SH & SZ Stock Market Dependence Based on Multiresolution Recognition

随机波动模型的沪深股市比较研究

Comparative Research of Shanghai and Shenzhen Stock Market Based on Stochastic Volatility Model

沪深股市月股价指数变动的方差比检验分析

A Variance Ratio Test on Chinese Stock Monthly Indixes

发现沪深股市日收益率不具有正态分布的特征。

Also we find the yield rate series have not normal distribution characters .

接着，运用协整方法对利率与沪深股市股票价格之间的关系进行了实证研究。

Secondly , cointegration test is used to empirically study on their relationship .

中小企业成长性评价方法有效性研究&来自沪深股市的实证

The Effectiveness Research of Evaluation of SMEs Growth