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《现代营销(创富信息版)》2019,(1)
量化投资是将计算机处理大量历史数据的结果作为依据对股票未来价格进行判断。选取2012年-2017年历史数据,利用均线策略对股票进行收益率分析。结果发现,利用50日均线作为股票价格趋势的参考依据会获得更高的投资收益。 相似文献
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随着我国国际化进程加快,国内资本市场呈现放开趋势,投资者投资的品种从传统的风险小的储蓄、国债走向风险相对大的股票、期货和境外的黄金外汇市场。在这种情况下,本文从最简单技术分析方法,即移动平均线入手,介绍如何运用均线理论在既定趋势下进行简单投资操作。 相似文献
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本文简析了证券投资中的常用技术理论及技术指标的优缺点,并提出了一种结合均线与OBV指标的新的综合分析方法,统计了这种方法的实际效果,并提出了进一步改进的方向。 相似文献
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《财经界(学术)》2001,(1)
春兰股份(600854)目前长期均线已呈多头排列,底部形态构筑地极为踏实。从短线来看,由于段价短线升幅过大,不宜追涨,回调至30周均线处可逐步介入。作为老牌的绩优股,舂兰股份的股价在1997年行情之后一直处于低迷的状态,这与公司所处的行业的过度竞争有着密切的关系,不少投资者认为行业发展的暗淡前景将制约公司的发展空间,但是从近几年公司的业绩来看,尽管经历了几次空调大战,但是春兰股份的业绩没有受到大的影响,消除了投资者对公司的疑虑。实际上公司的稳健表现源于内在品质的提高,是由于公司掌握了空调压缩机的核心制造技术,为舂兰空调进行配套生产,从而降低了生产成本。 相似文献
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基于ARIMA模型的中国外贸进出口预测:2006-2010 总被引:1,自引:0,他引:1
ARIMA(Auto-regressive Moving Average)模型是一种常用的随机时序模型,主要用于预测,短期预测精度较高。本文利用ARIMA模型预测了2006-2010年中国外贸进出口总额、出口总额和进口总额。 相似文献
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Edoardo Fornari Daniele Fornari Sebastiano Grandi Mario Menegatti 《Journal of Retailing and Consumer Services》2013,20(6):617-624
An in-depth analysis of the impact of retailing-mix levers on private label market share in the Fast Moving Consumer Goods sector in Italy is made. The direction and intensity of the impact of assortment, price and sales promotion is measured for different product categories. OLS and GMM regressions run on an IRI Group dataset indicate a strong positive effect of product range, which can be considered as a proxy of on-shelf brand visibility. Increasing private label assortment share thus appears to constitute the key supply-side factor in augmenting sales share on the Italian grocery retailing market. 相似文献
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旅游人数预测是旅游业经济分析和发展战略规划中的关键问题。本研究选择适当的方法建立中国大陆到香港旅游预测模型,为制定香港旅游战略规划提供决策依据。首先建立包括六个因素预测理论模型,然后用神经网络、移动平均、时间序列平滑模型和多元回归方法建立旅游定量预测模型,结果显示神经网络模型优于其他三种模型。 相似文献
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RiskMetrics模型是一组被广泛应用的金融风险管理工具,其核心技术是在险价值(VaR)方法。研究这种对线性金融工具计算VaR的简单方法。其中,用指数加权移动平均方法(EWMA)来计算收益率的波动,用最小RMSE标准来确定最优衰减因子。通过对上证国债指数的实证研究,计算最优的衰减因子和国债指数的每日VaR值。从中可以看出,上证国债指数的波动性较大,并且每日VaR的预测结果与所假设的置信水平能够很好的吻合。 相似文献
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Yiuman Tse 《期货市场杂志》1999,19(8):911-930
The Dow Jones Industrial Average (DJIA) is the most widely quoted stock index worldwide. This article examines the minute-by-minute price discovery process and volatility spillovers between the DJIA index and the index futures recently launched by the CBOT. The Hasbrouck (1995) cointegrating model suggests that most of the price discovery takes place at the futures market. However, by examining the volatility spillovers between the markets based on a bivariate EGARCH model, a significant bidirectional information flow is found. That is, innovations in one market can predict the future volatility in another market, but the futures market volatility-spillovers to the stock market more than vice versa. Both markets also exhibit asymmetric volatility effects, with bad news having a greater impact on volatility than good news. © 1999 John Wiley & Sons, Inc. Jrl Fut Mark 19: 911–930, 1999 相似文献
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Using ‘low‐frequency’ volatility extracted from aggregate volatility shocks in interest rate swap (hereafter, IRS) market, this paper investigates whether Japanese yen IRS volatility can be explained by macroeconomic risks. The analysis suggests that this low‐frequency yen IRS volatility has strong and positive association with most of the macroeconomic risk proxies (e.g., volatility of consumer price index, industrial production volatility, foreign exchange volatility, slope of the term structure and money supply) with the exception of the unemployment rate, which is negatively related to IRS volatility. This finding is fairly consistent with the argument that the greater the macroeconomic risk the greater is the use of derivative instruments to hedge or speculate. The relationship between the macroeconomic risks and IRS volatility varies slightly across the different swap maturities but is robust to alternative volatility specifications. This linkage between swap market and macroeconomy has practical implications since market makers and hedgers use the swap rate as benchmark for pricing long‐term interest rates, corporate bonds and various other securities. 相似文献
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我国股市近年来呈现出暴涨暴跌的态势,这与股票市场参与者伦理缺失的行为有关。以2001~2010年中国证监会公布的行政违法行为处罚公告为样本,从行为的方式、主体、市场环节、载体等多个层面进行实证分析,并加以解释;再从伦理道德的角度分析股市中的各类参与者,包括筹资者、投资者、中介服务结构、金融监管者从事证券违法行为的内在原因,指出导致这些伦理缺失行为的人文根源在于理性经济人的贪婪本性和由此导致的伦理道德的沦丧。 相似文献
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The globalisation of markets and the completion of the single market in Europe raise issues that require a better understanding and analysis of long term industry dynamics. This paper develops a model to show an industry can be analysed in terms of its strategic groups, its mobility barriers and its sub‐structures and spaces. The paper focuses on the food processing industry in Europe and uses the idea of strategic space to analyse the effect of industry dynamics on marketing strategy and organisation of the marketing function. 相似文献
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异地歧视客观存在于农村剩余劳动力转移过程中,其产生的社会经济效应也日益引起理论界的极大兴趣。个体间异地歧视的静态分析表明,短期内此行为导致了本地员工与农民工的就业待遇差异,并损害农民工的所得利益;然而动态分析区域性不同群体间的异地歧视却表明,长期内这是一种"损人不利己"的非理性行为,歧视型业主将被逐出市场,农民工则流向他方;调查统计分析也证实此结论的科学性。 相似文献