1) shenzhen composite index
深证综指
2) ingredient indexes of Shenzhen stock market
深证成指
1.
The GARCH models are adopted to forecast the variance of the daily benefit of ingredient indexes of Shenzhen stock market from April 3rd.
应用GARCH模型对深证成指日收益率从1991年4月3日到2006年3月12日共3 695个数据进行了拟合,结果表明GARCH模型能够很好地拟合日收益率时间序列,拟合后残差序列的均值、标准差、偏度、峰度、J-B统计量等都有明显改善,同时也发现波动具有明显的持续效应。
3) Shanghai stock exchange composite index
上证综指
1.
Does Shanghai Stock Exchange Composite Index Deviate China s Fundamentals?;
上证综指脱离中国经济吗?——兼论如何改进上证综指
4) SHCI
上证综指
1.
This paper forecasts the SHCI in a creative way with the second order and the third order discrete form of Nonlinear Tracking-Differentiator,which is be based upon the principle of the Nonlinear Tracking-Differentiator.
基于非线性跟踪-微分器的基本原理,开拓性地用二阶离散和三阶离散非线性跟踪-微分器对上证综指进行了预测。
2.
Based on introducing the principle of the Non-linear Trace Differential,this paper simulates and forecasts the SHCI and compared it s results to that of the Moving Method of Mean.
在介绍非线性跟踪—微分器基本原理的基础上,运用非线性跟踪-微分器对上证综指进行了模拟和预测,并将其模拟和预测结果与五日移动平均法进行比较。
5) Shanghai Composite Index
上证综指
1.
The feasibility analysis for using CSI 300 Index to take place of the Shanghai Composite Index;
废除上证综指,启用沪深300指数提高决策水平的可行性分析
2.
But now the "distortion" phenomenon of Shanghai Composite Index has become more and more serious, which is reported by many published and referred as the "phenomenon of two-eight”and "good index performance does not mean making money”.
但是目前大部分普通投资者所参考的上证综合指数的失真现象却越来越严重,例如人们所说的二八现象,只赚指数不赚钱都说明了上证综指的投资可参考性已经越来越小。
3.
On the basis of the comparison and analysis of general VaR methods in the process of computing the VaR of Shanghai Composite Index, this paper seeks to create a model of more accuracy and practical guidance to the VaR measurement of Shanghai Complex Index.
根据市场的实际表现，借鉴协同市场假说的某些方法，建立一种可以实施计算的非线性统计方法—分类市场模型来计算上证综指的VAR。
补充资料：证成道理
【证成道理】
（术语）(参见：四种道理)
（术语）(参见：四种道理)
说明：补充资料仅用于学习参考，请勿用于其它任何用途。
参考词条