摘要
通过构建军民融合概念股收盘价和交易量的Markov区制转移模型，对军民融合概念股价格变动状况进行了分析，之后对二者的动态关系进行了脉冲响应分析和预测，发现我国军民融合发展在2014年下半年至2015年间处于繁荣期，之后进入了稳定期，且收盘价格处在低水平和高水平阶段的持续期较为一致．对于收盘价和交易量的预测，则发现在2017年下半年二者走势都呈现出不超越前期水平的上升，最终趋于平稳，说明现阶段我国军民融合的发展已趋于成熟．
This paper constructs the Markov regime switching model of civil military inte- gration stocks closing price and trading volume, and analysis the price fluctuation of the civil military integration stocks.Then this paper predicts the dynamic relationship between the two above, finding that the boom period of China＇s civil military integration development is in the second half of 2014 to 2015. And following a stable period, the closing price duration is uniform both at a low level and high level. For the closing price and trading volume forecast is found in the second half of 2017, the two trends both show the rise of no higher than the previous level, and ultimately stabilized, indicating that the integration of China＇s military and civilian development has matured at current stage.
作者
杜翔月
蒋云凤
杨晓艳
DU Xiang-yue, JIANG Yun-feng, YANG Xiao-yan(College of Economics and Management, Taiyuan University of Technology, Jinzhong 030600, Chin)
出处
《数学的实践与认识》
北大核心
2018年第14期55-63,共9页
Mathematics in Practice and Theory
基金
国家自然科学基金(71473174)
山西省软科学研究项目(2015041006-03)
关键词
军民融合
Markov区制转移
脉冲响应分析
civil military integration
Markov regime switching model
impulse response analysis
