各位老铁们,大家好,今天由我来为大家分享7月24日恒指期货预测,以及今日恒指期货走势建议的相关问题知识,希望对大家有所帮助。如果可以帮助到大家,还望关注收藏下本站,您的支持是我们最大的动力,谢谢大家了哈,下面我们开始吧!
本文目录
恒指是什么
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2銆佹寜鎴愪氦棰濆ぇ灏忛€夋嫨锛屽繀椤诲睘浜庡崰鑱斾氦鎵€涓婂競鎵€鏈夋櫘閫氳偂浠芥垚浜ら90%鐨勬帓姒滆偂绁ㄤ箣鍒楋紙鎴愪氦棰濅箖鎸囪繃鍘?4涓湀鐨勬垚浜ゆ€婚锛夈€?/p>
3銆佸繀椤诲湪鑱斾氦鎵€涓婂競婊?4涓湀浠ヤ笂銆?/p>
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3銆佸叕鍙稿湪棣欐腐鏈夊簽澶т笟鍔°€?/p>
4銆佸叕鍙哥殑璐㈡斂鐘跺喌銆?/p>
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什么是恒生指数,上证指数,深证成指
浣犲ソ锛屾亽鐢熸寚鏁帮紝鐢遍娓亽鐢熼摱琛屽叏璧勯檮灞炵殑鎭掔敓鎸囨暟鏈嶅姟鏈夐檺鍏徃缂栧埗锛屾槸浠ラ娓偂绁ㄥ競鍦轰腑鐨?0瀹朵笂甯傝偂绁ㄤ负鎴愪唤鑲℃牱鏈紝浠ュ叾鍙戣閲忎负鏉冩暟鐨勫姞鏉冨钩鍧囪偂浠锋寚鏁帮紝鏄弽鏄犻娓偂甯備环骞呭姩瓒嬪娍鏈€鏈夊奖鍝嶇殑涓€绉嶈偂浠锋寚鏁般€傝鎸囨暟浜?969骞?1鏈?4鏃ラ娆″叕寮€鍙戝竷锛屽熀鏈熶负1964骞?鏈?1鏃ャ€傚熀鏈熸寚鏁板畾涓?00銆?br/>涓婅瘉鎸囨暟鍗充笂娴疯瘉鍒哥患鍚堟寚鏁帮紝淇楃О澶х洏锛岀敱涓婃捣璇佸埜浜ゆ槗鎵€浠ユ勃甯傚叏閮ㄤ笂甯傝偂绁ㄤ负鏍锋湰缂栧埗鐨勩€佸弽鏄犱笂浜ゆ墍涓婂競鑲$エ浠锋牸鐨勬暣浣撳彉鍔ㄦ儏鍐点€備笂璇佹寚鏁扳€濆叏绉扳€滀笂娴疯瘉鍒镐氦鏄撴墍缁煎悎鑲′环鎸囨暟鈥濓紝鏄浗鍐呭鏅亶閲囩敤鐨勫弽鏄犱笂娴疯偂甯傛€讳綋璧板娍鐨勭粺璁℃寚鏍囥€傜嫮涔夎灏辨槸涓撴寚涓婅瘉缁煎悎鎸囨暟锛屽叾鏍锋湰鑲℃槸鍏ㄩ儴涓婂競鑲$エ锛屽寘鎷珹鑲″拰B鑲★紝浠庢€讳綋涓婂弽鏄犱簡涓婃捣璇佸埜浜ゆ槗鎵€涓婂競鑲$エ浠锋牸鐨勫彉鍔ㄦ儏鍐点€?br/>鈥滄繁璇佹垚鎸団€濆嵆鈥滄繁璇佹垚浠借偂鎸囨暟鈥濓紝浠栨槸娣卞湷璇佸埜浜ゆ槗鎵€缂栧埗鐨勪竴绉嶆垚浠借偂鎸囨暟銆傛繁璇佺患鎸囨槸浠庝笂甯傜殑鎵€鏈夎偂绁ㄤ腑鎶藉彇鍏锋湁甯傚満浠h〃鎬х殑40瀹朵笂甯傚叕鍙哥殑鑲$エ浣滀负璁$畻瀵硅薄锛屽苟浠ユ祦閫氳偂涓烘潈鏁拌绠楀緱鍑虹殑鍔犳潈鑲′环鎸囨暟锛岀患鍚堝弽鏄犳繁浜ゆ墍涓婂競A銆丅鑲$殑鑲′环璧板娍銆傝绠楁柟娉曟槸锛氫粠娣卞湷璇佸埜浜ゆ槗鎵€鎸傜墝涓婂競鐨勬墍鏈夎偂绁ㄤ腑鎶藉彇鍏锋湁甯傚満浠h〃鎬х殑40瀹朵笂甯傚叕鍙哥殑鑲$エ涓烘牱鏈紝浠ユ祦閫氳偂鏈负鏉冩暟锛屼互鍔犳潈骞冲潎娉曡绠楋紝浠?994骞?鏈?0鏃ヤ负鍩烘棩锛屽熀鏃ユ寚鏁板畾涓?000鐐广€?
基于蒙特卡罗模拟的VaR对香港恒生指数期货的实证研究
(1鍖椾含浜ら€氬ぇ瀛?缁忔祹绠$悊瀛﹂櫌锛屽寳浜?100000锛?br/>2涓浗寤鸿閾惰鍐呰挋鍙?鍒嗚锛屽唴钂欏彜鍛煎拰娴╃壒010000)
鎽?瑕侊細鏂囩珷閲囩敤鍏嬫湇浜嗗弬鏁版柟娉曞拰鍘嗗彶妯℃嫙娉曠殑缂洪櫡鐨勮挋鐗瑰崱缃楁ā鎷熸硶(MonteCarloSimulation,绠€绉癕C)璁$畻鐨刅aR鏂规硶锛屽棣欐腐鎭掔敓鎸囨暟鏈熻揣杩涜瀹炶瘉鐮旂┒锛屼负鍥藉唴鍗冲皢寮€璁剧殑鑲℃寚鏈熻揣甯傚満鐨勯闄╂帶鍒舵彁渚涘€熼壌鎬濊矾涓庢柟娉曘€?#57348;
鍏抽敭璇嶏細鑲℃寚鏈熻揣锛?br/>VaR妯″瀷锛?br/>钂欑壒鍗$綏妯℃嫙
涓浘鍒嗙被鍙凤細F83091(2658)鏂囩尞鏍囪瘑鐮侊細A鏂囩珷缂栧彿锛?007鈥?921(2010)01鈥?013鈥?3
鑲℃寚鏈熻揣鏄竴绉嶅吋鍏锋姇璧勫拰閬块櫓鍔熻兘鐨勯噾铻嶅伐鍏凤紝鑳藉涓哄競鍦哄弬涓庤€呮彁渚涘啿鍑婚闄╃殑閫斿緞,鑷?982骞撮棶涓栦互鏉ワ紝鐢卞叾鑳藉鏈夋晥瑙勯伩绯荤粺鎬ч闄╃殑鐗规€э紝鑰屽緱鍒板揩閫熷彂灞曘€備絾鏄偂鎸囨湡璐?鍦ㄤ氦鏄撹繃绋嬩腑寮曞叆浜嗗仛绌烘満鍒躲€佹潬鏉嗕氦鏄擄紝浣垮緱鍏堕闄╂瘮鑲$エ鐜拌揣甯傚満瑕佸ぇ寰楀銆傚浣曟湁鏁?闃茶寖椋庨櫓锛屽挨鍏舵槸甯傚満椋庨櫓锛岀淮鎸侀噾铻嶇粡娴庣ǔ瀹氬凡鎴愪负閲戣瀺鐮旂┒棰嗗煙鐨勯噸瑕佽棰樸€俈aR鏂规硶鏄洰鍓嶉噾铻嶇晫娴嬮噺甯傚満椋庨櫓鏈€涓昏鐨勫伐鍏凤紝灏ゅ叾鏄敤浠ユ祴閲忛噾铻嶈鐢熷伐鍏风殑椋庨櫓鐨勪富娴佹柟娉?锛岃嚜1994骞寸敱J路P路Morgan鎻愬嚭鍚庯紝琚紬澶氶噾铻嶆満鏋勫箍娉涢噰鐢ㄣ€?#57347;
1鍦ㄩ櫓浠峰€?VaR)鍙婃祴閲忔柟娉?#57348;
VaR(Valueatrisk)鐨勫瓧闈㈡剰鎬濇槸鈥滃浜庨闄╀腑鐨勪环鍊尖€濓紝涔熺О鈥滃湪闄╀环鍊尖€濓紝鏄寚鍦ㄦ甯稿競鍦烘尝鍔ㄤ笅锛屾煇涓€閲戣瀺璧勪骇鎴栬瘉鍒哥粍鍚堢殑鏈€澶у彲鑳芥崯澶便€傚彲琛ㄧず涓猴細
Prob(螖P螖t鈮?VaR)=c
鍏朵腑锛屛擯涓鸿瘉鍒哥粍鍚堝湪鎸佹湁鏈熚攖鍐呯殑鎹熷け锛?br/>VaR涓虹疆淇℃按骞砪涓嬪浜庨闄╀腑鐨勪环鍊硷紝涔熷彲浠?璇村湪姒傜巼c涓嬶紝鎹熷け鍊兼槸澶т簬VaR鐨勩€俈aR鏄竴绉嶅埄鐢ㄧ粺璁℃€濇兂瀵瑰競鍦洪闄╄繘琛屼及鍊肩殑鏂规硶锛?濡備綍鏍规嵁鍘嗗彶鏁版嵁璁$畻VaR锛屾槸椋庨櫓鍒嗘瀽涓庣鐞嗕腑鐨勪竴涓噸瑕佺殑鍩烘湰闂銆傜洰鍓嶏紝寰堝鏂囩尞涓凡缁忔彁鍑鸿澶氳绠梀aR鐨勬柟娉曪紝浣嗗叧閿湪浜庡浣曠敱鍘嗗彶鏁版嵁鏉ユ嫙鍚堟暟鎹殑鐪熷疄鍒嗗竷锛岃繖浜?妯″瀷鍜屾柟娉曟€讳綋涓婂彲鍒嗕负涓ゅぇ绫伙細鍙傛暟妯″瀷鍜岄潪鍙傛暟妯″瀷銆?#57348;
鍙傛暟妯″瀷鍦ㄥ亣瀹氶噾铻嶈祫浜ф敹鐩婄巼鏈嶄粠涓€瀹氱粺璁″垎甯冪殑鍓嶆彁涓嬶紝鍒╃敤宸叉湁鐨勬牱鏈暟鎹鍒嗗竷涓?鐨勬湁鍏冲弬鏁拌繘浼拌锛屼粠鑰屽緱鍒扮浉搴旂殑VaR鍊笺€傛渶绠€鍗曠殑鏄疛路P路Morgan鐨凴iskMetrics妯″瀷锛?鍏跺熀鏈亣璁炬槸鏀剁泭鐜囧簭鍒楁湇浠庢鎬佸垎甯冿紝鍒╃敤宸叉湁鏍锋湰鏁版嵁姝f€佸垎甯冧腑鐨勫潎鍊笺€佹柟宸及鍊煎悗灏辫兘澶熷緱鍒癡aR銆備絾姝f€佸垎甯冨亣璁惧苟鏈€冭檻閲戣瀺璧勪骇鏀剁泭鐜囧垎甯冪殑闈炴鎬佹€с€佸帤灏炬€с€佹尝鍔?鐜囪仛绫绘€х瓑锛屾濡俉arshawsky(1989)鍜孡ongin(1995)鎵€鎸囧嚭鐨勶紝鍦ㄦ鎬佸垎甯冨亣璁句笅璁$畻鐨?VaR鍊硷紝閫氬父浼氫綆浼板疄闄呴闄┿€備互鑷充簬鏈変簺瀛﹁€呮彁鍑轰簡蟿鍒嗗竷銆佹鎬佸垎甯冪殑娣峰悎锛孏ARCH鏃忔ā鍨嬬瓑鏉ユ弿杩伴噾铻嶈祫浜ф敹鐩婄巼鐨勫垎甯冿紝浣嗗瓨鍦ㄥ弬鏁颁及鍊艰宸VaR鍊肩殑褰卞搷闂銆?#57348;
瀵逛簬闈炲弬鏁版ā鍨嬶紝鐢变簬涓嶉渶瀵归噾铻嶈祫浜ф敹鐩婄巼鐨勫垎甯冨仛鍋囧畾锛屼篃涓嶇敤浼拌鍙傛暟鍊笺€傚洜鑰屽湪鏌?浜涙儏鍐典笅鍏锋湁涓€瀹氱殑浼樺娍銆傚父鐢ㄧ殑闈炲弬鏁癡aR妯″瀷鏈夛細鍘嗗彶妯℃嫙娉曞拰钂欑壒鍗$綏妯℃嫙娉曘€傚巻鍙?妯℃嫙娉曞彧鏈夊湪甯傚満杈冧负骞崇ǔ鐨勬椂鏈熸墠鍙兘鍙栧緱杈冧负绮剧‘鐨刅aR棰勬祴鍊硷紝灏界璁$畻绠€鍗曪紝浣嗗疄 闄呭簲鐢ㄦ€т笉寮恒€?#57348;
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锛?锛?鑿插埄鏅蜂箶鐟炶憲,闄堣穬,绛夎瘧,VaR:椋庨櫓浠峰€硷蓟M锛?鍖椾含锛氫腑淇″嚭鐗堢ぞ,2005.
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锛?锛?瑭瑰師鐟?甯傚満椋庨櫓鐨勫害閲忥細VaR鐨勮绠椾笌搴旂敤锛籎锛?绯荤粺宸ョ▼鐞嗚涓庡疄璺碉紝1999,(12)
锛?0锛?鏈卞畯娉?鏉庝簹闈?Valueatrisk妯″瀷鍙婂叾鍦ㄩ娓偂甯備腑鐨勫疄璇佸垎鏋愶蓟J锛?棰勬祴,2001,(2)锛?9~33.
锛?1锛?寮犲箍姣咃紝鏉暚锛岃矾姝e崡.鍩轰簬VaR鎶€鏈殑棣欐腐鎭掔敓鎸囨暟鏈熻揣鍒嗘瀽锛籎锛?缁熻涓?鍐崇瓥锛?004,(5)锛?0~81.
锛?2锛?寰愬浗绁?鍚存辰鏅?鎴戝浗鎸囨暟鏈熻揣淇濊瘉閲戞按骞宠瀹氭柟娉曞強鍏跺疄璇佺爺绌垛€斺€旀瀬鍊肩悊璁虹殑搴旂敤锛籇B/OL锛?https://.cn,2004.
香港恒生指数的交易时间是什么时候
棣欐腐璇佸埜甯傚満鍦ㄦ槦鏈熶竴鑷充簲(鍏紬鍋囨湡闄ゅ)杩涜浜ゆ槗锛屼氦鏄撴椂闂翠负锛氬紑鐩樼珵浠穇娈?涓婂崍9:00鑷充笂鍗?:30锛屾寔缁氦鏄揰娈典负9:30鑷充腑鍗?2:00锛屼笅鍗?:00鑷充笅鍗?:00锛屾敹甯傜珵浠蜂氦鏄揰娈?涓嬪崍4_00鍒嗚嚦4_10鍒?
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