作　　者： ;

机构地区： 华南理工大学工商管理学院

出　　处： 《现代财经（天津财经大学学报）》 2004年第2期25-32,共8页

摘　　要： 依据综合整理我国股票市场有关深、沪二市股价领先指数13年来的运行数据、成交量和成交金额统计数据,采用数理统计方法,通过股票价格领先指数的变化与增长趋势表达的驱动张力三种量度方式(量点值A和量点值B、日均成交量和日均成交金额及区间成交量和区间成交金额)进行实证分析、研究,测算得到我国股票市场股价指数扩张运行的驱动力度。 In accordance with the statistics data about the operation data, the trade volume and trade amount of money which are collected from ShenZhen and Shanghai Stock Exchange's stock market index over the past 13 years, by adopting the statistics method, by taking three kinds of measurement means which are expressed through the changes of the stock price index and the increasing tendency, and by the positive analysis and research of the TVPR A and TVPR B , DATAM, PTV and TPAM, we can estimate the drive strength of our national stock market price index expanding and movement.

关 键 词： 股票价格指数 驱动张力 数理统计 估算模型

领　　域： [经济管理]