摘要
证券价格的非线性行为是当今证券价格理论的前沿性研究的重要方向。本文试着分析了中国股市的非线性行为即价格和波动性的非线性行为,对其形成的原因进行了分析。
Nonlinear behavior of the securities price is the forefront of the important direction on the securities price theory. This paper is to analysis the nonlinear behavior of China＇s stock market on prices and volatility that the nonlinear behavior and the reasons for its formation.
出处
《特区经济》
北大核心
2008年第8期112-113,共2页
Special Zone Economy
关键词
证券
价格
波动
信息不对称
securities
price
volatility
asymmetric Information
