行业板块

第三，对沪市行业板块指数与上证指数分别进行了协整分析。

Third , this paper takes the cointegration analysis between the industry sector index of Shanghai Stock Exchange and the Shanghai Composite Index .

本文针对1998年1月～2009年12月沪深A股的行业板块的周收益率，利用Fama-French三因素模型进行了多元线性回归。

Based on Shanghai a-share industries weekly return between January 1998 and December 2009 , the paper apply Fama-French three factors model to multi-element linear regression .

本文旨在探索研究行业板块轮动的规律，并对其进行解释。

This article is to explore and study the laws governing trade round plate , and to explain .

目前对于股价波动的研究成果主要是集中在沪深两市的大盘指数方面，而对于行业板块指数的研究则显得较为薄弱。

At present the research for the volatility is mainly concentrated on the market index of Shanghai and Shenzhen .

实证模型检验分别是久期依赖检验、相关性模型检验以及行业板块的协整分析。

The empirical test insists of the duration dependent test , model test and cointegration analysis of industry segment .

其次运用股票市场有向复杂网络模型，研究了中国股票市场行业板块内股票之间的有向关联关系。

Second , using the directed complex network model , the directed cross-correlation of stocks in Chinese industry blocks is studied .

尽管各行业板块之间的收益波动联动效应显著，但市场情绪对不同行业特征的收益波动影响仍有差异性。

There are the relative effects of return volatility among industry parts , while the influences of market sentiment on return volatility in different industries are different .

然后从证券投资参考价值方面入手，对行业板块和地区板块做了对比分析。

And then , the comparative analysis about the industry block and regional block is made from the perspective of reference value on securities investment . 4 .

多头市场和空头市场分别描述的是上升市场行情和下跌市场行情，可指整个市场或指特定行业板块或特定股票。

The terms bull market and bear market describe upward and downward market trends , respectively , and can be used to describe either the market as a whole or specific sectors and securities .

在不同的行业板块中电信、综合板块的羊群行为明显强于其他行业板块，而食品饮料和钢铁板块不存在羊群行为。

Among all of the sectors , the telecommunications industry sector and comprehensive sector were stronger than other industry sectors , while herd behavior does not exist in the sector of food and steel plates .

尽管港股市场沽压涉及的行业和板块都较广，其中H股及红筹股表现尤其疲弱。

H-shares and Red Chips were particularly weak , although the sell-down was broad-based , affecting most sectors .

并研究了复杂网络的社团结构，在不同的参数下对指定阈值下的证券市场网络进行分割，得到类似于按行业划分的股票板块而具有分散投资指导意义的社团。

Then this paper investigated community structure in complex networks . We divided up networks of stock prices ' relationships under different thresholds appointed and got communities which were similar with stock boards plotted out by industries and guided separated investments .