The VIX, a widely watched measure of market volatility that is often referred to as the 'fear index, ' shot up to its highest level since late 2002.
广受关注的的VIX市场波动指数--常常被称为“恐慌指数”--也达到2002年以来的最高水平。
The Vix, or volatility index, a measure of market preparedness for shocks, has been lower than in past peaks—though it shot up on September 17th.
衡量市场对意外冲击是否有所准备的波动指数VIX尽管在9月17日暴涨,仍然低于之前的峰值。
The Vix, or volatility index, a measure of market preparedness for shocks, has been lower than in past peaks-though it shot up on September 17th.
衡量市场对意外冲击是否有所准备的波动指数VIX尽管在9月17日暴涨,仍然低于之前的峰值。
The paper constructs market confidence index and market activity index, and then analyzes the relations of these information variables and the volatility by dint of GARCH-M model.
在构建市场信心指数和市场活跃指数的基础上,借助于GARCH-M模型对市场的信息变量与波动性的关系进行研究。
Empirical results on Chinese stock market indicate that stochastic volatility model based on the two index outperforms those based on one index in capturing volatility character and market risk.
利用中国股市数据进行的实证结果表明,与单测度指标的随机波动率模型相比,基于两个测度指标的随机波动率模型能更好地描述股票市场波动率和市场波动风险。
Finally, through mathematical models and empirical analysis we will discuss the cost impact on trading volume and volatility in stock index futures market.
最后,通过建立数理模型、实证分析来说明交易成本对股指期货市场交易量和波动性的影响。
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。
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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