Analysis of Month Volatility of Hu Shen Stock Markets Return Based on Wavelet Variance

机译：基于小波方差的沪深股市收益月波动率分析

获取原文

页面导航

摘要
著录项
相似文献
相关主题

摘要

This paper analysis the month volatility of hushen stock markets return based on wavelet variance. The result shows that the month volatility of the stock return is affected by the variety of season and the month volatility on the different scale has a similar variety trend.

机译：本文基于小波方差分析了沪深股市收益的月份波动性。结果表明，股票收益率的月份波动性受季节变化的影响，不同规模的月份波动性具有相似的变化趋势。

著录项

来源
《International institute of statistics and management engineering symposium》|2010年|p.471-476|共6页
会议地点
作者
DONG Xiaogang; LIU Wenbo; LIU Wei;
展开▼
作者单位

展开▼
会议组织
原文格式 PDF
正文语种
中图分类统计学;统计学;
关键词
maximal overlap discrete wavelet transformation; wavelet variance; volatility; scale decompose;

机译：最大重叠离散小波变换小波方差挥发性;分解;

相似文献

外文文献
中文文献
专利

1. The Relationship between Portfolio Return Volatility and Stock Return Volatility Based on Wavelet Analysis [J] . Hamid Birjandi, Somayeh Akhavan Darabi, Negar Mesbahi Jahromi, Research Journal of Finance and Accounting . 2014,第7期

机译：基于小波分析的投资组合收益率波动率与股票收益率波动率之间的关系
2. The Relationship between Portfolio Return Volatility and Stock Return Volatility Based on Wavelet Analysis [J] . Hamid Birjandi, Somayeh Akhavan Darabi, Negar Mesbahi Jahromi, Research Journal of Finance and Accounting . 2014,第7期

机译：基于小波分析的投资组合收益率波动率与股票收益率波动率之间的关系
3. THE RELATIONSHIP BETWEEN STOCK MARKET RETURN AND CONDITIONAL VARIANCE (VOLATILITY) IN THE NIGERIAN STOCK MARKET FROM 1999-2016 [J] . Chukwu Agwu Ejem, Godfrey Udochukwu Ogbonna, Chinedu B. Ezirim International Journal of Business and Economics Perspectives . 2018,第1期

机译：1999-2016年尼日利亚股票市场的股票市场收益率与条件方差（波动性）之间的关系
4. Analysis of Month Volatility of Hu Shen Stock Markets Return Based on Wavelet Variance [C] . DONG Xiaogang, LIU Wenbo, LIU Wei International institute of statistics and management engineering symposium . 2010

机译：基于小波差异的胡申股市返回的月波动分析
5. Stock Market Returns and Volatility: Macroeconomic News Announcements, Interactions, and Market Risk Analysis [D] . Alharaib, Mansour. 2018

机译：股票市场的回报与波动：宏观经济新闻公告，互动和市场风险分析
6. Stock Market Volatility and Return Analysis: A Systematic Literature Review [O] . Roni Bhowmik, Shouyang Wang 2020

机译：股市波动和返回分析：系统文献综述
7. Wavelet analysis of stock return energy decomposition and return comovement: a case of some central european and developed european stock markets [O] . Dajčman, Silvo, Kavkler, Alenka 2014

机译：股票收益能量分解和收益联动的小波分析：以中欧和发达欧洲股票市场为例

Analysis of Month Volatility of Hu Shen Stock Markets Return Based on Wavelet Variance

摘要

著录项

相似文献

相关主题

期刊订阅