摘要
VaR技术模型分析了A股与过渡流通股之间波动的价差,二者的价差并不稳定。因此我们不能给非流通股定价,我们应建立过渡流通股市场,在过渡期中,我们逐步赋予非流通股以流通权。
In this paper, we use VaR theory to build a model to show falter price gap between transitional stock and A stocks. I think that the price gap of the two kinds of stocks is not stable, so we can not make price of illiquidity share,and we must set up the transitional share system. In transitional term, we give the trade right to illiquidity share gradually.
出处
《石河子大学学报（哲学社会科学版）》
2006年第4期53-57,共5页
Journal of Shihezi University(Philosophy and Social Sciences)
关键词
流通股
非流通股
全流通
liquid shrove
illiquid sham
complete liquidity
