Shanghai Stock Index

empirical study on relations of shanghai stock index and macroeconomic variables in china

上证股指与我国宏观经济变量关系的实证研究

then, an empirical study of their statistical efficiencies is imposed on the shanghai stock exchange index in china.

然后，我们针对中国上海的股票交易市场指数对以上五种方法的统计效用进行了实证分析。

it was a small victory for market forces, enough to warm the hearts of chinese investors, who pushed up the shanghai stock index for the first time in nearly two weeks.

这对市场力量来说是一场小胜，足以温暖中国投资者的心。在他们的捧场下，沪市近两周来首度收阳。

then, the shanghai stock index was predicted by using support vector machines and neural networks.

然后，使用支持向量机和神经网络分别对上证指数进行预测。

and this dissertation makes a deep experimental analysis of the historical replaying characteristic of the shanghai stock composite index.

本文对上证指数的历史重演特性做了深入的实验分析。

ARCH-Type Models and Its Application of the Return Volatility in Shanghai Stock Exchange Index

ARCH类模型及其在上证指数收益波动中的应用

The stochastic process method is applied to forecast Shanghai stock composite index trend.

摘要应用随机过程方法预测了上证综合指数的走势.

study on value at risk calculation of shanghai stock index returns based on g-h distribution

基于g-h分布的股票收益率风险价值研究

The Non-linear Structure of the Shanghai Stock Exchange Index

上证指数的非线性动态结构分析

based on consideration of the ups and downs of shanghai stock index and changhong stock, we find out a class of simple black-horse stock pattern.

在综合考虑沪市综合指数和个股股价的涨跌基础上，对一类简单的黑马模式进行了识别，并给出了相应的识别结果。

By FFF regression of Andersen and Bollerslev ( 1997), we analysis the periodicity of Shanghai stock index 5-min high frequency data and the long memory characters in filtered absolute returns.

采用Andersen和Bollerslev（1997）的FFF回归方法，对上证综合指数高频数据中的周期性进行了分析，并分析了剔除周期后的绝对收益的长记忆性。

our results show that a long-term co-integration relation does exist between returns from shanghai stock index and interest rate.

分析结果表明，上证指数收益率与利率存在长期均衡的协整关系。

the combined analysis and prediction of markov chain and time series model on shanghai stock index

上证综合指数的马氏性和时间序列模型的组合分析和预测

in this paper, based on sas software, we use kalman filter and state space model to analyze shanghai stock index. after analyzing the residual of fit and forecast, we find that the method is fairly good.

借助于SAS软件将工程中的Kalman滤波方法与时间序列的状态空间模型结合对上海A股指数进行了拟合与预测分析，通过对拟合与预测误差的计算可以发现这种模型是可行的；

so the mediating effect is significant. finally, establish moderating effect model. the results show that the moderating effect of monetary liquidity on hot money and shanghai stock index is not significant.

最后，建立调节效应模型，结果表明货币流动性在热钱流动对上证股指的影响机制中所起的调节效应不显著。

the main effect of monetary liquidity on the shanghai stock index is significant, that is to say changes in monetary liquidity will cause changes in the shanghai stock index.

货币流动性对上证股指的主效应是显著的，即货币流动性的变化会改变上证股指。

application study on reconstruction of chaotic time series and prediction of shanghai stock index

混沌时序重构及上海股票指数预测的应用研究

Different documents have different calculation results of fractal dimension when concerning Shanghai Stock Index and Shenzhen Stock Index, which is due to the existence of multifractal dimension spectrums in chaotic time series.

不同文献对沪指和深指的分形维数的计算结果相差甚大，其深层次的原因是混沌时间序列的多重分形维数谱的存在。

the examine of the-day-of-the-week-effect and the analysis of the statistical properties of the shanghai stock exchange index

上证指数的交易周的日效应检验及其非线性动态结构分析

Forecast and Analysis of Shanghai Stock Index Based upon ARIMA model

基于ARIMA模型对上证指数的预测

adf test was applied to test shanghai stock index and its transaction volume. it was found that shanghai stock index close value was a unit root process, the transaction volume was a trend stationary process and the market was efficient.

对上海证券指数收市价及成交量作了ADF检验，发现指数收市价存在有单位根，价格服从随机行走模型，成交量趋势平稳，市场是有效的。

officials say they expect trading to begin later this year but then, the imminent launch of shanghai stock index futures trading has been predicted before, and failed to materialise.

官员们表示，他们预期交易将在今年晚些时候开始，但是，以前也曾有人预计，上海股指期货交易即将启动，但此后并未成为现实。

Empirical Test of the β of Shanghai Stock 30 Index with Different Benchmark

不同基准下的上证30指数β值实证研究

brief analysis of the correlation between gdp, deposit and shanghai stock exchange index reasoning about syndrome in tcm

浅析GDP、储蓄存款与上证综指运行关系关于证的思考

through the spillover effect model, we see volatility of shanghai stock exchange index has influence to volatility of bond market index.

通过建立波动溢出效应模型，我们看到上证综指收益率的波动对债券总指数收益率的波动存在显著影响，而债券总指数收益率波动对上海综指收益率的波动影响不显著。

according to statistical analysis on shanghai stock index, the distribution of the rate of return is non-positive skewed, and there exists an autoregressive heteroskedasticity in the rate of return.

通过对上证指数的统计分析表明，上证指数的收益率分布表现出非正态性，并存在自回归条件异方差的特征。

then, this article compares the prediction effects of the multi-scale wavelet kernel v-support vector machines, single-scale wavelet nuclear v-support vector machine, wavelet neural network and radial basis kernel function ε-support vector machine prediction for shanghai stock index.

接着，本文比较了多尺度小波核v-支持向量机，单尺度小波核v-支持向量机，小波神经网络和径向基核函数ε-支持向量机对上证指数的预测效果。

the paper uses flexible fourier form regression to fit the calendar effects, and constructs long memory sv model for shanghai stock index. through this research, it can be discovered that the volatility persistence of high frequency data is very low.

本文在使用弹性傅立叶形式（FFF）回归技术消除日历效应的基础上，针对高频数据的波动长记忆性建立了长记忆SV模型，结果发现高频数据的波动持续性大大降低。

On the basis of complete study, the thesis argues that the stable distribution fits the ShangHai Stock Index better. And also, the VaR and the expected shortfall can be used as the risk measurement.

本文通过对上证指数进行全面系统研究，指出利用稳定分布能够更好地拟合我国股票市场的收益率，并且在稳定分布情况下，利用VaR和预期损失两个指标来度量风险。

Based on extreme value theory and methods, generalized Pareto models are established to extreme daily return to Shanghai stock index, and return levels and upper tail probability are worked out by using the models.

本文基于极值理论和方法建立了上证综合指数极端日收益率的广义Pareto模型，并利用所得的模型计算出日收益率的返回水平及其上尾概率。