摘要
价格市场的风险是在市场交易主体的有限理性预期、决策和交易行为的共同作用下产生的.本文以我国证券市场为例,论述了市场价格变动风险主要是在交易主体模仿从众传染的内在非线性机制作用下形成的,并利用指数平滑技术构建了价格变动的一个测度模型.
The price risk of the financial market is produced by the bounded national expectation, decision-making and behaviors of all investors. This paper discusses the forming mechanism of chaotic risk. With Shanghai Securities Market as an example, this paper gives an exponential smoothing model of Market Price Risk Measure.
出处
《西南民族大学学报（自然科学版）》
CAS
2010年第4期551-554,共4页
Journal of Southwest Minzu University(Natural Science Edition)
关键词
风险测度
混沌型风险
指数平滑模型
risk measure
chaotic risk
exponential smoothing model
