This paper is an empirical study on the volatility of stock market in china-based on the long-term memory theory.
本文主要研究基于长记忆性的中国股票市场波动性的实证分析。股票市场充满不确定性。
Second part introduces the relevant research on asymmetric volatility of stock market conducted by domestic and international scholar.
第二部分介绍国内外学者对于股票市场收益率波动不对称性的相关研究。
In nowadays, stock market becomes more perfect, so it is necessary to study on the volatility of stock market and economic volatility, then finds a real relation between them.
在我国股票市场逐步完善的今天，有必要对股票市场的波动与宏观经济的波动问题进行探讨，以便能找到两者的一个比较真实的关系。
The paper examines the extent to which the conditional volatility of stock market returns in Chinese stock markets is related to the conditional volatility of financial and business cycle variables.
这篇论文目的是考察在中国股票市场中，股票市场收益率的条件波动率与宏观经济变量的条件波动率之间的相关程度。
After all, my definition of cheap also includes a read on the volatility of the stock market as a whole.
毕竟我对便宜的定义，作为一个整体，也涵盖对了股票市场挥发性的判读。
Individual investors, still fearful of stock market volatility, are reaching out for more yield in different ways as well.
个人投资者由于对变幻莫测的股票市场依然心存恐惧，于是也开始以不同方式寻求收益。
Though volatility in the stock market has been high ever since the credit crisis began in mid-2007, the summer of 2008 has been especially wild.
从2007年年中次贷危机开始以来，直到2008年夏季，股市一直都在大幅波动。
No-one should imagine the ride will be smooth. China is an emerging market and the volatility of its stock markets will remain higher than in developed markets.
这段旅程注定不会平坦。中国是个新兴市场，其股市的波动仍将比发达市场股市更为剧烈。
Meanwhile, we analyse the cause of the effect of securities transaction stamp tax on the stock market volatility.
同时，我们对证券交易印花税调整导致股价波动性的效应进行了成因分析。
As the market developing, the trading volume has expanded greatly and the volatility of stock index become highly.
随着市场的扩大，整个市场的交易量与股价指数波动变化的幅度也随之扩大。
In order to control market volatility and provide time for rational reassessment during times of panic trading, price limits regulations exist in many stock markets in the world.
为了控制市场价格过分波动以及在市场发生恐慌时为投资者提供适当的恢复时间，价格涨跌停限制规则存在于许多国家的股票市场中。
Considering a financial market with risky stocks and riskless bond, we describe the stochastic model of stock prices with stochastic volatility.
在考虑一个带有股票和债券的金融市场后，本文提出了一个具随机波动率的股票价格的随机微分方程模型。
Frequent volatility is a feature of stock market. Autoregressive Conditional Heteroscedasticity (ARCH) model is often used to forecast the variance of the benefit of financial capitals.
股票价格的频繁波动是股票市场最明显的特征之一，自回归条件异方差类模型可以很好地预测金融资产收益率的方差。
With the rising of volatility in the stock market, risk management has been the main research area of finance engineering and modern finance theory.
随着金融市场波动性的不断加剧，风险管理逐渐成为金融工程和现代金融理论的核心内容。
Normal volatility of stock price is the premise for the investor to obtain investment income, and is very important to the mature of stock market.
股价的正常波动是投资者获取投资收益的前提，对证券市场的成熟和规范有着积极的作用。
Standing on the new viewpoint of fractional integration, KPSS test and LW test can find long memory of return and its volatility in Chinese stock market.
从分整特性的新视角，利用KPSS检验和LW检验对我国股市收益及其波动的记忆性特征进行了深入研究。
On the contrary, unreasonable volatility of stock price will not do any good to stock market.
而股价的非正常波动则会对股票市场产生不利冲击。
The Shanghai and Shenzhen Stock markets share similar structures and regulatory environments, so there are interaction and influences of returns and volatility between the two market.
沪深股市相似的结构和监管环境使得两市的收益率和波动性之间具有相互作用和影响。
Expected by the stock market, the disclosure of the information will cause volatility of sellers' stock prices in the second market.
由于市场对股权转让行为存在上述预期，当这一消息公布时，势必造成转让股权的公司股票价格在二级市场上的波动。
The relation between behavior of traders and stock market volatility is investigated based on the information asymmetric model on the Shanghai stock market.
本文基于信息非对称模型研究了上海股市的交易行为与股价波动的关系。
One is the overall risk of the stock market, also known as systemic risk that all or the majority of stock price with the risk of volatility.
一种是股市的整体风险，又称为系统风险，即所有或大多数股票的价格一起波动的风险。
Based on the market microstructure theory, this paper studies on the character of trading volume return and return volatility in China stock market through narrowing the time window.
本文以金融市场微观结构理论为基础，通过将时间窗口缩小来研究中国股市的交易量、收益率和收益率波动的变化特征。
A key criterion to evaluate the maturity of a stock market is to see whether it has good volatility.
证券市场成熟与否，一个关键的评判标准就是看证券市场是否具有良好的波动性特征。
The volatility clustering of stock prices is one of the most obvious characteristics of the stock market.
股票价格的频繁波动是股票市场最明显的特征之一。
Frequent volatility is a feature of stock market. ARCH models are often used to forecast the variance of the benefit of financial capitals.
股票价格的频繁波动是股票市场最明显的特征之一。
Based on Generalized Error Distribution, this paper analyses the stock profit and volatility in Shanghai stock market at different stages, using the family of GARCH models.
采用基于广义误差分布的GARCH类模型，对上海证券市场的收益和波动进行分阶段研究。
Based on Generalized Error Distribution, this paper analyses the stock profit and volatility in Shanghai stock market at different stages, using the family of GARCH models.
采用基于广义误差分布的GARCH类模型，对上海证券市场的收益和波动进行分阶段研究。
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