Analysis on the Impact of the Fluctuation of the International Gold Prices on the Gold Stocks in Chinese Shanghai and Shenzhen A-Share

著录项

• 来源
  《2013 Sixth International Conference on Business Intelligence and Financial Engineering》|2013年|364-368|共5页
• 会议地点 Hangzhou(CN)
• 作者

  Chen Jie; Chen Rongda;

  展开▼
• 作者单位

  Sch. of Finance, Zhejiang Univ. of Finance Econ., Hangzhou, China;

  展开▼
• 会议组织
• 原文格式 PDF
• 正文语种 eng
• 中图分类
• 关键词

  pricing; statistical testing; stock markets; time series; Chinese Shanghai and Shenzhen A-share; Gold Stocks; Granger causality test; VAR model; impulse response function; international gold prices; price fluctuation; price-oriented relationship; unit root test; Analytical models; Data models; Economics; Educational institutions; Fluctuations; Gold; Reactive power; Shanghai and Shenzhen A-share; gold stocks; international gold futures; price-oriented;

  机译：定价;统计检验;股票市场;时间序列;中国沪深A股;黄金股票; Granger因果检验; VAR模型;脉冲响应函数;国际黄金价格;价格波动;价格导向关系;单位根检验;分析模型；数据模型；经济学；教育机构；波动；黄金；无功；沪深A股；黄金股票；国际黄金期货；价格导向；;