上证综指 meaning in English
sse composite
Examples
- Through verification , analysis and comparison , we get to know that classified market model makes a good estimation of the var of shanghai composite index and fully satisfies the requirement of investment risk estimation
经过检验、分析、比较,分类市场模型对上证综指的var有良好的估计,能完全满足估计投资风险需要。 - 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
摘要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。 - According to the actual performance of the market and referring to some methods in coherent market hypothesis , this paper establishes a computable nonlinear statistical method , classified market model , to calculate the var of shanghai composite 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 。 - The result shows that both shanghai stock exchange and shenzhen stock exchange have multi - fractal structure , small - scope fluctuation has long - range correlation , large - scope fluctuation has anti - durative , and the fluctuation extent of yield in shanghai stock exchange comprehensive index is more intense than the fluctuation extent of yield in shenzhen stock exchange component index
结果表明我国沪深股市均具有多重分形结构,小幅波动具有长程相关性,大幅波动具有反持续性,且上证综指的波动程度比深成指数收益率的波动程度强烈。 - In the paper , the daily return rate of composite index of a specific time is tested by w test method . the result shows the distribution of daily return rate of composite index is accordance with normal distribution . according to the nature of normal distribution , under 95 % confidence interval , the value of var could be calculated , and then we can predict the next day ' s index
在本文中,笔者通过对某一具体时间段的上证综指的日收益率分布进行正态检验仰检验) ,在得出的结论是日收益率基本上服从n ( 0 , 6 )的正态分布的前提条件下,根据正态分布的性质,在95的置信度下,利用var模型计算出当日的var值,从而预测出下一交易日的收盘指数。