Bayesian Analysis of Stochastic Volatility Model with Leverage Effect and Its Application;

The results indicate that Chinese stock market is largely volatile and has not reached the level of weak effectiveness,that positive and negative leverage effects appear in turn,and that the information asymmetry exists but tends to apparently decrease.

The conclusion is that the leverage effect and week effect is obvious for waving of in the Shanghai and Shenzhen stock index.

By using computer this paper makes the theoretical calculation and motion analysis of the transmission magnifying mechanism (connecting rod mechanism)of the pedal roller evenness regulator on the scutcher, obtains the varying law of its lever effect, analyses and discusses the way to decrease the changing range of the lever effect and improve the evenness of the lap.

The paper analyzes the reality about govenment and enterprises investment in guarantee to fund raising for small and medium scale enterpriss according to the basic investment law and the peculiarity of small and medium scale enterprises,and discusses the essential condition about enterprises investment and the lever effect about government imvestment.

This paper finds that oil prices of China have lever effect by analyzing time series data,and uses the nonlinear Gauss Random Field dynamic model,examining the effect of fluctuation of oil prices for economic growth.

Analysis on warrants,leverage and income on investment