| 期货价格波动分析的弹性系统模型 |
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| 引用本文： | 刘永新,宋学锋.期货价格波动分析的弹性系统模型[J].经济经纬,2006(4):151-154. |
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| 作者姓名： | 刘永新 宋学锋 |
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| 作者单位： | 中国矿业大学,江苏,徐州,221008 |
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| 摘 要： | 有效市场理论是市场价格波动的基础理论,然而,其假设及分类的理想化,很难很好解释复杂的市场现象,为此,本文提出了趋于有效的假说,使其与现实复杂的实际市场吻合。在此基础上,借鉴物理学的弹性系统模型,对影响价格因素细分,进而构建价格波动的弹性系统模型,来更好地解释价格波动的特性和主要动力源泉,并为市场分析提供有效的思路。
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| 关 键 词： | 期货 趋于有效 价格波动 弹性系统 模型 |
| 文章编号： | 1006-1096（2006）04-0151-04 |
| 收稿时间： | 2006-04-15 |
| 修稿时间： | 2006年4月15日 |
An Elastic System Model for the Analysis of Futures Price Fluctuation |
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| LIU Yong-xin,SONG Xue-feng.An Elastic System Model for the Analysis of Futures Price Fluctuation[J].Economic Survey,2006(4):151-154. |
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| Authors: | LIU Yong-xin SONG Xue-feng |
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| Institution: | China University of Mining and Technology, Xuzhou 221008, China |
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| Abstract: | The efficient markets hypothesis(EMH) is the foundation of marketable value.However,with idealized hypothesis and classification it's hard to explain complex market phenomena.Therefore the author puts forward the hypothesis of trend toward efficiency and makes fit the actual complex market.On the basis of this the author uses it the elastic system mode to subdivide the factors that influence prices and then construct the elastic system mode for price fluctuation to explain the features and main driving source of price fluctuation and provide effective ideas for market analysis. |
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| Keywords: | futures trend toward efficiency price fluctuation elastic system model |
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