波动溢出效应（volatility spillover effects）是指一个市场的波动不仅受到自身前期波动程度的影响而且受到其他市场前期波动程度的影响，这种波动在市场之间的传递称为波动溢出...
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This paper is directed against the stock index futures market volatility spillover effects of study.
本文是针对股指期货市场的波动溢出效应所做的研究。
This paper is mainly directed against the stock index futures market volatility spillover effects of study.
而本文主要是针对股指期货市场的波动溢出效应所做的研究。
This indicates that the world's major stock market indexes have significant volatility spillover effects on the Shanghai Composite index when the financial crisis occur.
这表明，在金融危机发生时，世界各主要股票市场的股指对上证综指存在显著的波动溢出效应。
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