| 我国证券市场的板块联动效应及模糊聚类分析 |
| |
| 引用本文： | 杜伟锦,何桃富.我国证券市场的板块联动效应及模糊聚类分析[J].商业研究,2005(22):41-45. |
| |
| 作者姓名： | 杜伟锦 何桃富 |
| |
| 作者单位： | 杭州电子科技大学,浙江,杭州,310018 |
| |
| 基金项目： | 浙江省自然科学基金,项目编号：M703715. |
| |
| 摘 要： | 以上海证券市场的各分类样本指数为研究对象,首先分析了传统的五大类指数、A股、B股之间的相互及其与大盘的关联性,验证了B股市场运行的独立性。然后随机抽样了24个分类板块指数,研究了它们之间的相关性,并运用模糊聚类分析法对其进行了聚类分析。最后根据实证研究结果,对投资者提出有一定参考意义的投资操作建议。
|
| 关 键 词： | 证券市场 指数 板块联动效应 模糊聚类分析 |
| 文章编号： | 1001-148X(2005)22-0041-05 |
| 收稿时间： | 09 19 2004 12:00AM |
| 修稿时间： | 2004年9月19日 |
Clustering Analysis and Domino Effect of Board Linkage in Chinese Securities Business |
| |
| DU Wei-jin,HE Tao-fu.Clustering Analysis and Domino Effect of Board Linkage in Chinese Securities Business[J].Commercial Research,2005(22):41-45. |
| |
| Authors: | DU Wei-jin HE Tao-fu |
| |
| Institution: | Hangzhou University of Electronic Technology, Hangzhou Zhejiang 310018, China |
| |
| Abstract: | This paper analyses the correlation of Shanghai stock exchange index in China country. It holds that except for the share index of B there is a very strong correlationship of them. It analyzes the traditional 8 share indexes, including the share index of A, B, integration, industry; public, business, estate and Shanghai; and then samples 24 board share indexes, according to their correlationship, which account for their board linkage by clustering analysis. The paper concludes that there is a strong domino effect of board linkage in China. |
| |
| Keywords: | securities business share index domino effect of board linkage clustering analysis |
| 本文献已被 维普 万方数据 等数据库收录！ |
|
