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小麦期货
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  wheat futures
     An Empirical Study of Price Behavior of Chinese Wheat Futures
     中国小麦期货价格行为的实证研究
短句来源
     The Innovation Study of the Wheat Futures Delivery Manner of Zhengzhou Commodity Exchange
     郑州商品交易所小麦期货交割方式创新研究
短句来源
     A Cointegration Test for China Wheat Futures Market Efficiency
     中国小麦期货市场效率的协整检验
短句来源
     An Analysis of Time Series of Wheat Futures Reward
     小麦期货收益时间序列分析
短句来源
     This paper studies the Zhengzhou Commodity Exchange(CZCE) wheat futures for nearly four years,the return rate,and GARCH effect.
     本文研究了我国郑州商品交易所(CZCE)小麦期货近四年的收益序列,采用GARCH和EGARCH类模型描述分析了小麦期货收益的波动集群性和杠杆效应。
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  “小麦期货”译为未确定词的双语例句
     The Research of Futures Physical Delivery System on Zhengzhou Wheat
     郑州小麦期货实物交割制度研究
短句来源
     Firstly, we investigate the characters of the price movement about ZHENGZHOU COMMODITY EXCHANGE(ZCE), and get the following results.
     在期货价格随机波动的框架下,实证的研究结果发现,从收盘价与结算价收益率序列来看,郑州小麦期货市场价格收益率序列是一个随机游走的白噪声过程,价格收益率序列之间不存在相关性,满足市场有效性假设;
短句来源
     Though the autocorrelation test and the unit root test show that futures markets is efficient.
     单位根检验的结果也支持郑州小麦期货市场有效性假设;
短句来源
     The empirical analysis of the lead-lag relationship between the cash market and thewheat futures markets show
     郑州小麦期货合约的日均成交量与日均买卖价差基本上呈反向变动的关系。 合约的成交量越大,买卖价差会越小,市场的流动性越高。
短句来源
     This paper used these two major kinds of methods to test the market efficiency of China's main commodity futures markets, including the soybean and soybean meal futures market of Dalian Commodity Exchange and the wheat future market of Zhengzhou Commodity Exchange.
     本文分别运用这两大类方法,对我国大连商品交易所大豆和豆粕期货市场及郑州商品交易所小麦期货市场的有效性进行了实证检验。
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  相似匹配句对
     An Analysis of Time Series of Wheat Futures Reward
     小麦期货收益时间序列分析
短句来源
     An Empirical Study of Price Behavior of Chinese Wheat Futures
     中国小麦期货价格行为的实证研究
短句来源
     , wheat ( Triticum aestivum L. )
     、小麦(Triticumaestivum L.)
短句来源
     Sister Chromatid Exchanges In Wheat
     小麦的姐妹染色单体交换
短句来源
     Futures Contract
     期货合约
短句来源
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  wheat futures
Feed wheat futures hit all-time lows last week and the cash market is about $2 a bushel.
      
However, the wheat futures market in China is still inefficient.
      
Indeed, the extant literature demonstrates that early wheat futures markets performed rather well.
      
In the early 1930s the federal government, in order to support wheat futures prices, purchased and held wheat futures contracts.
      
Last week feed wheat futures in Winnipeg hit the lowest price ever recorded in that market, at $77.50 a tonne.
      
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In this article the author found, on the bases of his study of the statistical characteristics of wheat futures reward time series in recent year in Zhengzhou Futures Exchange, some abnormality and dependence of futures reward with a thick tail distribution compared with that of normal one. In addition to that, there is also some auto-regressive distributed lag model and GARCG model which shed light on the characteristics of different wheat futures reward time series, which demonstrate the persistence of volatility...

In this article the author found, on the bases of his study of the statistical characteristics of wheat futures reward time series in recent year in Zhengzhou Futures Exchange, some abnormality and dependence of futures reward with a thick tail distribution compared with that of normal one. In addition to that, there is also some auto-regressive distributed lag model and GARCG model which shed light on the characteristics of different wheat futures reward time series, which demonstrate the persistence of volatility and the effect of leverage on the reward time series.

本文研究了我国郑州商品期货交易所小麦期货近三年来的收益时间序列,对其进行了基本的统计学分析,结果发现分布是非正态的,较正态分布有尖峰厚尾,具有长记忆效应。进一步对其中具有ARCH效应的序列合约进行了分析,采用GARCH和EGARCH类模型进行了描述,分析了期货收益的波动集群性和杠杆效应。

There was intimate relationship between the efficiency of futures markets and its functions. The wheat futures efficiency of ZCE was studied. The autocorrelation test and the unit root test showed that the futures market was efficient. The result of the variance ratio showed that the random walk hypothesis on the wheat futures of ZCE was disproved.

通过自相关检验、协积检验和方差比检验三种方法检验了郑州小麦期货市场的有效性问题 ,结果如下 :序列相关检验的研究结果表明郑州小麦期货市场基本满足市场有效性假设 ;单位根检验的研究结果也表明郑州小麦期货市场满足有效性假设 ;方差比检验的研究结果却表明郑州小麦期货市场不满足有效性假设

By using Engle and Granger Test, the analysis of the efficiency of China wheat futures market shows that futures price series and spot price series of futures contract, seven, fourteen or twenty-eight days prior to the last trading day, are respectively cointegrated, and the nearer to the last trading day, the closer the futures price is to future spot price, thus the closer the futures market is to efficiency. but future spot price series is not cointegrated with price series of futures contract fifty days...

By using Engle and Granger Test, the analysis of the efficiency of China wheat futures market shows that futures price series and spot price series of futures contract, seven, fourteen or twenty-eight days prior to the last trading day, are respectively cointegrated, and the nearer to the last trading day, the closer the futures price is to future spot price, thus the closer the futures market is to efficiency. but future spot price series is not cointegrated with price series of futures contract fifty days prior to the last trading day, so it can be concluded that the futures market is not efficient over fifty-six days prior to the last trading day.

本文采用扩展恩格尔-格朗杰检验对中国小麦期货市场效率进行研究,结果显示:未来现货价格与距最后交易日前第7、14、28天期货价格协整,并且距最后交易日越近,期货价格越接近对未来现货价格的无偏估计,期货市场接近有效率市场;未来现货价格与距最后交易日前第56天的期货价格不协整,因此可推断距最后交易日超过56天的期货市场没有效率。

 
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