Thus,it can measure the stock price impact coefficient from trade volume,and at the same time explain the auto-correlation and heteroscedastic characteristic of price variation.

Empirical analysis is carried out aiming at elimination of errors in sample system with matching technology,asymmetry in price impact and the relationship between this asymmetry and market condition under different situations in China s securities market.

We apply economic metrology to establish quarter closing quotation index impact model of Chinese stock market,reflecting quantity relationship among micro economy,stock market diffusion,operation growth,interest change,and stock index.

Applying the thought of Marshall-olkin bivariate exponential distribution, we put forward the shock model with seven individually dependent shock sources to structure three-dimensional exponential distribution.

A kind of special shock model is considered.

This paper discussed the properties the Poisson process and studied the shock model with the impact number obeying the Poisson process,then gave the the expectation of the damage system so as to provide the basis for evaluating system life.

This paper use linear model and non-linear model to describe oil price shocks,than import it into VAR model,use impulse response function、variance decomposition and elasticity analysis to learn the impacts of oil price shocks.

On the one hand, oil price shocks affect the economic through oil price itself directly, and on the other hand it also can affect the economic through the tightening monetary policy indirectly.