| 1. | The sustainability analysis of component index in shenzhen stock market
深圳股票市场成分指数的持续性分析 |
| 2. | And then , the paper empirically tests the return of composite index of shanghai stock exchange and component index of shenzhen stock exchange
最后，阐述了侧s分析法在股票市场上的应用，指出hurst指数是衡量股票市场有效性的客观指标。 |
| 3. | Chapter 6 calculated var values of composite index in shanghai stock exchange and component index in shenzhen stock exchange at difference confidence level using difference methods , and we compared these results with real profit - loss
第六章使用不同方法计算了上证综合指数和深圳成份指数在不同置信水平下的var值，并与实际损益作了比较。 |
| 4. | Using shenzhen component index and shanghai composite index as sample data , it is found that the phenomena obtained by qualitative analysis do exist in china ' s stock markets , except that the return distributions are skew to right instead of skew to left
利用深圳成分指数和上海综合指数进行的实证研究发现，中国股票市场的收益率分布存在上述现象。 |
| 5. | Interesting results gained in the paper : brief review of development of shenzhen stock market in the last 10 years with its component index shows the market has experienced course from the initial to related mature
本文得到了如下有意义的结果：依据对深圳股票市场的股票成分指数的变化分析，对深圳股票市场的发展进行了简要回顾，建立了arima模型并进行了预测。 |
| 6. | Based on these , referring to the experience of listing company ' s evaluation system in developed countries , considering china ' s reality , utilizing modem scientific evaluation theories and statistical theories , and employing tactics integrating qualitative and quantitative analysis , this thesis has designed a new listing company ' s evaluation system . finally , the thesis uses this system to evaluate the companies that listed in shenzhen new component index
在此基础上，借鉴西方国家公司评价的经验，并结合我国当前的实际，运用现代科学测评理论与数理统计理论，采取定性与定量分析相结合的方法，设计了一套上市公司评价指标体系，最后运用该体系对深圳新成份指数上市公司进行了综合评价。 |
| 7. | The result shows that both shanghai stock exchange and shenzhen stock exchange have multi - fractal structure , small - scope fluctuation has long - range correlation , large - scope fluctuation has anti - durative , and the fluctuation extent of yield in shanghai stock exchange comprehensive index is more intense than the fluctuation extent of yield in shenzhen stock exchange component index
结果表明我国沪深股市均具有多重分形结构，小幅波动具有长程相关性，大幅波动具有反持续性，且上证综指的波动程度比深成指数收益率的波动程度强烈。 |
| 8. | 14 quality indexes of the dry white noodle made of 29 wheat breeds extended in north china were determined wholly , the mathematical evaluation model was set up based on 5 main component indexes selected by principal component analysis ( pca ) for evaluating comprehensively various qualities of the noodle and choosing the high - quality wheat breeds specially for noodle , such as taishan 23 , luozhan 1 , yunong 949 , taikong 6 and so on
摘要对29个中国北方的推广小麦品种制作的干白面条14个品质指标进行了全面测定，采用主成分分析法提取5个主成分指标构建数学评价模型，综合评价面条的各种品质，优选出了泰山23 、洛展1号、豫农949 、太空6号等优质的面条专用小麦品种。 |
| 9. | Consequently , i applied the r / s analysis on the composite index of shanghai stock exchange and component index of shenzhen stock exchange from 1996 to 2001 , to study the fractal structure of csms . the result of the analysis shows that the returns of the indexes do not obey brownian motion , but follow a biased random walk with hurst exponent being 0 . 63 and 0 . 65 respectively . hence , we can conclude that the china ' s stock markets are not yet efficient informationally
本文进一步运用重标极差分析法，分别对进入规范发展阶段后的沪、深两市股价指数日收益率和周收益率进行了分形检验，发现上海股票市场和深圳股票市场均具有分形结构，赫斯特指数分别为0 . 63和0 . 65 ，长期记忆周期分别为362天和2犯天，进而得出中国股票市场有效性水平较低的结论。 |
| 10. | Analyzing the closing prices of composite index in shanghai stock market and component index in shenzheng stock market between january 11th 1993 and december 31th 2002 and using unexpected trading volume as the substitute for information flow , it illustrates the relationship between information flow and price volatility
该部分以1993 1 11起到2002 12 31的上证综合指数与深证成份指数日收盘价为研究对象，采用非预期交易量作为信息流的替代指标，分析信息流与波动性之间的关系。第四部分，结论部分。 |
