深证指数

对上证指数和深证指数的实证分析显示，两市股价指数均存在正相关，我国股票市场不是弱式有效市场。

The results show that the stock price index of Shanghai and Shenzhen exist positive correlation and the stock market is not low efficient .

在分析数据的基础上，建立了上证综合指数和深证成分指数的广义自回归条件异方差（GARCH）和自回归移动平均（ARMA）预测模型，并分析了中国股票市场的几个非线性特征。

GARCH and ARMA prediction models are constructed on condition of the analyzed data , and several conclusions about the non-linear characteristics of Chinese security market are drawn .

深证100指数日收益率波动性的实证研究

An Empirical Research in the Fluctuation Characteristic of Shenzhen 100 Index Daily Income Rate

目前国内证券市场上影响较大的指数包括：上证综合指数、深证成分指数。

The widely-used indices of Chinese stock market include Shanghai Composite Index and Shenzhen Component Index .

为探讨我国股指收益的动态关联关系，本文基于向量自回归模型分析了上证A股指数、深证A股指数和上证B股指数收益之间的相互动态影响。

To analyze dynamic relevance relationship among the China 's stock market indices , the VAR model is constructed .

对中国股票市场的非线性现象进行分析，发现上证综合指数和深证成分指数分布显示中国股票市场非线性现象十分明显。

The data distribution of Shanghai and Shenzhen stock markets shows that the non-linear feature of Chinese security market is obvious .

针对深证100指数的研究结果表明：采用分层抽样复制方法的指数跟踪业绩最好；

The empirical study about Shenzhen Stock Exchange Index 100 show that , the performance of stratified sampling replication is the best ;

本文的目的是检验上证综合指数、深证成分指数、道琼斯工业指数三个资本市场有效性，通过国内外资本市场有效性的对比分析，发现我国资本市场的不足。

The purpose of this paper is to test the efficiency of the Shanghai Composite index , the Shenzhen Component Index and the Dow Jones industrial average .

为了证明系统的有效性，本文对上证综合指数、深证综合指数、随机选取的个股1999年1月年至2003年4月的实际数据进行了预测检验。

We apply this method to Shanghai Index , Shenzhen Index and a random selected stock 's moving average index from Jan , 1999 to Apr. 2003 to test the accuracy of prediction .

目前，反映两市运行状况的有上证综合指数、深证综合指数和两市的成分指数。

At present , The index which reflect the situation of the two cities ' stock market are Shanghai Composite Index , Shenzhen Composite Index and the two components of the index , there is not a authority index .