量价关系

基于CARR模型的上海股市量价关系实证研究

Empirical research on relation between volume and price based on the CARR model in Shanghai stock market

广义MDH理论在中国股市量价关系上的应用研究

Empirical Study on the Chinese Stock Market Price-volume Relationship & Application with a Generalized Mixture Distribution Hypothesis

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

另外，中国股票市场符合国际上研究量价关系的混合分布假说（MDH）理论，交易最所替代的信息流是引起股市波动的根源。

Finally , consistent with the theory of mixture distribution hypothesis ( MDH ), the information flow that volume substitutes is indeed the cause of price volatility .

利用个股数据资料和非对称成分GARCH-M模型对中国股票市场的量价关系进行了实证研究。

This paper conducts empirical study of the relationship between stock price and trading volume with the help of data of some stocks and asymmetric component GARCH-M.

基于DCC-GARCH模型进行参数估计和检验，同时利用高频数据对股市量价关系进行实证分析。

Based on DCC-GARCH model to do parameter estimation and testing , and make an empirical analysis on volume-price relationship of stock using high-frequency data .

限价指令簿量价关系模型扩展。

This dissertation extends the price-volume model in limit order books .

证券市场量价关系研究评述

The Review on the Study of Price-volume Relation in the Stock Market

中国股票市场的简单量价关系模型

Price-volume relationship of Chinese stock market : A simple model

证券市场量价关系的国际比较研究

A Study of the International Comparison of the Relationship between Volume and Volatility

动态二元混合模型在量价关系中的应用研究

A Study on the Application of Dynamic Bivariate Mixture Model in Price-volume Relationship

我国商品房市场量价关系的实证分析

Empirical Analyze of the Price-volume Correlation in the Commercial House Market of China

第一章为绪论，将总结国外学者关于量价关系的研究，归纳得到比较成熟的量价关系研究成果。

The first chapter summarizes and generalizes the actual study developed by overseas scholars .

期货市场量价关系：基于分位数回归模型的实证研究

Relationship Between Returns and Volume in Future Markets & An Empirical Test with Quantile Regression

第五章使用分位数回归方法对量价关系进行研究。

Chapter 5 Using quantile regression method to study the relationship of volume and price .

量价关系是研究股票市场的基础，又与技术分析的有效性密切相关。

The relationship of price and volume is the basis of stock market and technical analysis .

对上海期货交易所金属铜量价关系的实证分析

The Experimental Analysis of the Relationship between Quantity and Price of Copper of Shanghai Future Exchange

量价关系理论一直是金融领域研究的热点课题之一。

Theoretical research on volume-price relationship in the financial field has been one of the hot topics .

研究结果表明，低成交量对应的反常负相关量价关系的产生原因在于市场摩擦。

We argue that the anomalous negative correlation between volume and price variation is due to market friction .

第二章总结国外学者对于股票期货市场关于量价关系的研究。

Chapter II summarizes the stock futures market for foreign scholars on the relationship between volume and price studies .

上海股市量价关系的实证研究

Empirical Analysis of the Relation between the Return Rate , Return Volatility and Trading Volume of Shanghai Stock Market

中国期货市场与股票市场量价关系比较&基于分位回归法的研究

The Comparative Research on the Price-Volume Relations between Futures Market and Stock Market in China : Using Quantile Regression Analysis

该模型得到的实证结果支持了混合分布假设理论关于量价关系的结论，该结论指出交易量与波动率有显著的正相关关系。

Also the empirical research supports the MDH theory . There is a positive relation between the trade volume and volatility .

用黄金分割分析短跑成绩兼谈短跑训练中量价关系的背离

An Analysis of the Dash Achievements by Golden Section and the Deviation of the " Quantitative Value Relationship " of Dash Training

实证研究发现，中国股市成交价格波动和成交量之间具有相关关系，量价关系曲线为一非线性凸函数。

We find out that the price variation and trading volume are correlated and the volume-price curve is a nonlinear convex function .

本文旨在对国际上关于量价关系的研究理论及方法作一概括性评述，并对量价关系的发展前景进行展望。

This paper reviews simply the study theories and methods with the price-volume relation in the world and prospects the future investigation direction .

金融市场量价关系一直以来都是金融学研究的热点问题。

The relationship between price changes and trading volume in financial markets has been the focus of financial research for a long time .

这一结论进一步验证了中国股票市场量价关系的同向关系，并为投资者规避风险提供了实证依据。

The results test and verify the relationship between the price and trading volume further , and offer empirical basis for investors to avoid risk .

最后，文章研究了量价关系对运行趋势的反作用，即量价背离关系的积累会导致运行趋势的改变。

In the end , the paper researchs reaction on moving tendency by volume-price relativity , that is volume-price deviation leading to the change of moving tendency .

交易机制与股票价格波动性关系的实证研究上海股市量价关系的实证研究

An Empirical Research on Trading Mechanism and Return Volatility Empirical Analysis of the Relation between the Return Rate , Return Volatility and Trading Volume of Shanghai Stock Market