| 论协整技术在股票开盘价预测中的应用 |
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| 引用本文： | 颜金,周建军,贺红波. 论协整技术在股票开盘价预测中的应用[J]. 商业研究, 2006, 0(12): 156-158 |
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| 作者姓名： | 颜金 周建军 贺红波 |
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| 作者单位： | 1. 吉首大学,张家界学院,湖南,张家界,416000
2. 湘潭大学,商学院,湖南,湘潭,411105 |
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| 摘 要： | 从集合竞价的交易机制的信息传递角度出发,利用因果检验方法找出影响开盘价形成的因素,认为前一日交易的收盘价是最主要的影响因素。利用协整技术建立关于开盘价和收盘价的协整模型,并运用该模型进行事后预测对其有效性进行检验。同时,对该模型成立的原因进行经济分析,并指出其股票价格的发现功能。
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| 关 键 词： | 集合竞价 因果检验 协整 |
| 文章编号： | 1001-148X(2006)12-0156-03 |
| 收稿时间： | 2004-11-05 |
| 修稿时间： | 2004-11-05 |
Co-integraton Technigne in Stock Opening Price Forecast |
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| YAN Jin,ZHOU Jian-jun,HE Hong-bo. Co-integraton Technigne in Stock Opening Price Forecast[J]. Commercial Research, 2006, 0(12): 156-158 |
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| Authors: | YAN Jin ZHOU Jian-jun HE Hong-bo |
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| Affiliation: | 1. Zhangjiajie College, Jishou University, zhangjiajie, Hunan 416000, China ; 2. Business School , Xiangtan University , Xiangtan , Hunan 411105, China |
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| Abstract: | In terms of information transmission mechanism for collective & competitive bidding,the paper discusses the factors influencing opening price with the method of tests for causality.It condudes that closing price of the former trading day is the main factor.Co-integration model about the opening price & the closing price is set up to test the volidity of this model.It then analyzes the cause of the model and the function of searching stock price. |
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| Keywords: | collective & competitive bidding causality test co-integration |
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