本文运用Johansen协整检验、ECM模型等多个方法,对上证综指(SSE Composite Index)、日经225指数(Nikkei 225 Index)和香港恒生指数(HIS)的日收盘价进行详细研究,以探讨三者之间是否存在联动效应。
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Chinese stock index continued to rise during recent three years, especially in 2007, the SSE Composite index experience the steep trend.
近三年我国股票指数持续走高,尤其在2007年,上证综合指数走势陡峭、股票大涨。
A shares this year, China suffered a sharp decline of the setback, as of the first half of SSE Composite Index has fallen by 48%, 47% Shenzhengchengzhi.
今年以来中国A股遭遇了大幅下跌的重挫,截至上半年上证综指跌幅达48%,深证成指跌幅达47%。
SSE Composite index yesterday at the impact point of 2050, there have been relatively rare in the recent sharp callback, the index fell 100 points or more.
上证综合指数昨天在2050点的影响,出现了比较近期罕见的大幅回调,该指数下跌了100点以上。
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