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文章选取上证指数和深成指数的收益率数据,使用时间序列分析的方法,利用向量自回归模型(VAR)及脉冲响应函数探讨了两个股市之间波动相关性的问题,得到两个市场存在明显的联动关系,通过上证综指滞后五期的收益可以预期深圳成指当期的收益,同样,通过深圳成指滞后六期的收益可以预期上证综指的当期收益. 相似文献
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通过对沪铝期货收益率序列实证模拟检验,指出了关于期货价格收益及波动特性研究中存在的一些问题.同时利用ARIMA(0,1,1)- GARCH(1,1)模型、TGARCH和EGARCH模型对收益率序列的波动性和杠杆效应进行了检验,发现收益率序列波动率是持久的,市场风险很大,而且沪铝期货市场上存在着显著的杠杆效应. 相似文献
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股票价格是否表现为长期记忆是验证市场有效性以及进行资产定价的基础,通过对沪深A股收益是否存在长期记忆特性的假设检验和对表明长期记忆特征分数积分参数d的估计,发现上证综指收益的绝对值表现出较为明显的长期记忆特性;而深成指收益绝对值的分布却表现出一定的独立性。这个结论对证券市场监管人员、实际从业人员以及衍生市场的参与者都具有一定的参考价值。 相似文献
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受宏观政策和突发事件的影响,股票价格通常会发生剧烈波动。运用近似熵和滑动技术相结合的方法,计算样本数据序列的近似熵,对上证综指和深圳成指时间序列进行了异常波动分析。分析结果表明,股票市场的波动特征与股指时间序列的近似熵值密切相关,伴随宏观政策调整或突发事件的发生,股指近似熵值通常会偏大,股市波动性也越强。 相似文献
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选取2010-2012年间我国具有代表性的上证综指和上证国债指数,将其与美国S&P500指和十年期国债进行对比研究,分别对中美两国股市收益率和债市收益率序列进行描述性分析、ADF检验、VAR建模、脉冲响应分析和Granger因果检验,多角度分析了两者收益率波动的联动性.实证分析表明:我国股市平均收益率低于债市,波动率高于债市;美国股市平均收益率高于债市,波动率低于债市.我国债市对股市的影响更大,美国股市对债市的影响更大. 相似文献
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张棣芳 《湖南科技学院学报》2007,28(9):22-24
探讨了中国证券市场股票价格指数的波动是否具有周期性,并基于时间序列的谱分析方法,采用应用统计软件SPSS13．0和Eviews3．1对本地证券市场的市场指数进行了分析,得到了上证综指的谱密度与频率和上证指数的周期数据。 相似文献
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张跌幅制度是对证券每日交易价格进行限制,旨在降低股市风险,提高市场效率.用Wilcoxon秩和检验和带有涨跌停虚拟变量的GARCH(1 ,1) 模型,对在沪市交易的ST 股票在5%涨跌停机制下的收益波动进行了实证研究.结果表明,当前ST股票5%的涨跌幅限制不能降低市场的风险. 相似文献
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股票市场最令人捉摸不透也最具吸引力的是波动不已的股票价格。本文以上证综合指教日收盘价格序列为样本。应用GARCH类模型研究了我国股票价格序列的波动性。结果表明，我国股市股票价格波动具有自回归条件异方差特征。非对称的TGARCH模型能较好的拟合我国股市的股票价格序列波动，印证了利空消息比利好消息对我国股市有更大影响的实际。 相似文献
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刘子贤 《佳木斯教育学院学报》2013,(8):492-493
高相似性DNA重复序列在其复制、遗传过程中容易发生错配,因此其遗传具有不稳定性,然而在决定人类男性特征的Y染色体MSY区却存在着较高比例的重复序列,其中包含了8个巨大回文(P1P8)和5个长反向重复序列(IR1P8)和5个长反向重复序列(IR1IR5)。这些高相似性重复序列在决定男性特征的睾丸特异性基因的进化过程中起着至关重要的作用,且稳定遗传了至少数百万年,然而目前对它们的分子起源和进化机制却所知甚少。本工作仔细地考察了P2、P3和IR2的结构和序列特征,并提出P3和IR2的进化模型。结果丰富了对回文序列进化动力机制的了解,可以为探索较大回文序列的起源和生物学功能提供线索和依据。 相似文献
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米兰·昆德拉的小说《无知》中有一条隐含的线索：记忆-回归-流亡。因为集体记忆和个人私密空间记忆,人们渴望回归。寄希望于伟大的思乡者尤利西斯等模式的回归。《无知》中诸多主人公进行了尝试,回归仍是无望,被迫流亡。通过线性解读,昆德拉这一类人的存在获得了彰显。 相似文献
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In Experiment I, a repeated tests procedure was employed to assess hypothermia-induced amnesia of a footshock experience. Rats tested 4 h after training treatment showed no memory loss, but amnesia was present at 24 h. Although recovery of memory was obtained when the same animals were cooled 2 h prior to a 50-h test, repeated testing also tended to attenuate amnesia. In Experiment II, independent groups were tested at 6 or 50 h after training treatment. Again, memory of the footshock was present at the short, but not at the long, interval. Recooling shortly prior to the 50-h test eliminated amnesia. Experiment III indicated that the return of memory produced by recooling did not persist if testing was delayed. These findings suggested that hypothermia may function as an important contextual cue for memory retrieval. 相似文献
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米兰.昆德拉的小说《无知》中有一条隐含的线索:记忆-回归-流亡。因为集体记忆和个人私密空间记忆,人们渴望回归。寄希望于伟大的思乡者尤利西斯等模式的回归。《无知》中诸多主人公进行了尝试,回归仍是无望,被迫流亡。通过线性解读,昆德拉这一类人的存在获得了彰显。 相似文献
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Mazur JE 《Learning & behavior》2008,36(4):301-310
Pigeons responded in a successive-encounters procedure that consisted of a search period, a choice period, and a handling period. The search period was either a fixed-interval or a mixed-interval schedule presented on the center key of a three-key chamber. Upon completion of the search period, the center key was turned off and the two side keys were lit. A pigeon could either accept a delay followed by food (by pecking the right key) or reject this option and return to the search period (by pecking the left key). During the choice period, a red right key represented the long alternative (a long handling delay followed by food), and a green right key represented the short alternative (a short handling delay followed by food). The experiment consisted of a series of comparisons for which optimal diet theory predicted no changes in preference for the long alternative (because the overall rates of reinforcement were unchanged), whereas the hyperbolic-decay model predicted changes in preference (because the delays to the next possible reinforcer were varied). In all comparisons, the results supported the predictions of the hyperbolic-decay model, which states that the value of a reinforcer is inversely related to the delay between a choice response and reinforcer delivery. 相似文献
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Foraging honeybees were trained individually in two-choice spatial problems. Differentially rewarded for spatial alternation in Experiment 1 (“win-shift” training), they showed instead a clear tendency to perseverate—that is, to prefer on each trial the location of reward on the immediately preceding trial. On the basis of the results of Experiments 2 and 3, in which one location was rewarded over shorter or longer series of consecutive trials, an associative interpretation of the perseveration found in the first experiment was rejected in favor of an interpretation in terms of short-term spatial memory. Experiment 4, in which the animals were rewarded on each trial for choosing either location, also showed perseveration. Honeybees, like rats, seem to remember a rewarded location recently visited, but tend to return to it rather than, like rats, to avoid it. 相似文献
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酸性硫酸铜镀液中氯离子的测定 总被引：1，自引：0，他引：1
酸性光亮镀铜工艺发展已久．由于镀液中氯离子含量对镀层光亮度和阳极行为有较大的影响．一般要求其浓度在20～80mg／L.对镀层中如此低含量氯离子的测定方法有：比色测定法、选择电极法、硫氰化钾回滴法等，但这些方法均有一定的缺点．作者根据实际，得出用AgNO3溶液和Hg(NO3)2溶液分析镀铜液中Clˉ离子的方案和适当的温度条件．该法较其他方法有明显的优点． 相似文献
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股票收益和交易量因果关系检验 总被引：4，自引：0，他引：4
刘国光 《淮阴师范学院学报(哲学社会科学版)》2003,25(3):365-368
通过对中国深圳A股市场上的股票交易量和股票收益及收益变动性之间的因果关系实证分析，发现交易量和价格绝对量的变化之间以及交易量和股票收益之间均至正相关，而收益变动性和交易量之间呈负相关。另外，不论是股票的交易量、股票收益以及股票收益的变动性都呈现序列平稳性，而股票价格则至现出非平稳性。股票交易量和股票收益之间存在双向因果关系，收益的变动性和交易量之间不存在Granger因果关系。 相似文献
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Shape memory behavior of SMPU knitted fabric 总被引：5，自引：0，他引：5
LIU Yan CHUNG Aggie HU JinLian LV Jing 《浙江大学学报(A卷英文版)》2007,8(5):830-834
A preliminary investigation of shape memory (SM) effects of SMPU (shape memory polyurethane) knitting fabric is presented in this paper. Three SMPU knitted fabrics series with different content of SMPU fibers: 100% SMPU, 50% SMPU and 50% cotton, 16% SMPU and 84% cotton are designed and manufactured in our lab. Their shape memory behaviors at different temperatures are characterized in terms of bagging. Our experimental results showed that shape memory effect can be improved with increasing content of SMPU fibers. A comparison between Lycra and SMPU knitted fabrics was also made to validate the shape memory effects of SMPU knitted fabrics. 相似文献
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The Relations Between Early Working Memory Abilities and Later Developing Reading Skills: A Longitudinal Study From Kindergarten to Fifth Grade 
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下载免费PDF全文 This study investigated the relations of early working‐memory abilities (phonological and visual‐spatial short‐term memory [STM] and complex memory and episodic buffer memory) and later developing reading skills. Sixty Hebrew‐speaking children were followed from kindergarten through Grade 5. Working memory was tested in kindergarten and reading in Grades 1, 2, and 5. All memory measures, but phonological STM, correlated with reading up to Grade 5. Regression analyses (with intelligence quotient controlled) demonstrated that phonological complex memory predicted all reading skills in Grade 1, and accuracy in Grade 2. The rather understudied visual‐spatial memory predicted comprehension in Grades 2 (STM) and 5 (complex memory). The results point to an important role of the phonological complex memory in early assessment, and suggest a long‐lasting role of early visual‐spatial memory in predicting variance in reading. Whether this role of the visual‐spatial memory is unique to the Hebrew orthography because of its visual features requires, however, further investigation. 相似文献
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In each of two investigations, rats ran in a runway to obtain varying quantities of food pellets presented in a fixed order, such as 20-0-20. The major finding was that rats ran faster on a 0-pellet trial if that trial was followed shortly by a 20-pellet trial (e.g., 20-0-20 series) than if it was not (e.g., 20-0 series). This finding was obtained both within groups (Experiment 1) and between groups (Experiment 2), and suggested that the memory of 20 pellets arising from the first trial of the 20-0-20 series was retrieved not only on the second trial of the series, thereby signaling 0 pellets, but on the third trial as well, thereby also signaling 20 pellets. Retrieving the memory of 20 pellets on Trial 3 of the 20-0-20 series apparently resulted in that memory’s elevating speed on Trial 2 of that series. 相似文献