摘要
本文基于广义虚拟经济二元容介态理论,分析了信息和物质二元价值容介因素对军工板块内个股之间的联动效应、军工板块与大盘收益波动特征的影响,并对军工板块与大盘之间的动态相依性进行了实证检验。
Based on generalized virtual economy mixed state of binary value, the paper analyzed information and material value factors＇ effect on the national defense industry stocks＇ linkage volatility and the The impact of the military sector and the characteristics of the market earnings volatility. Then the paper took an empirical analysis of the dynamic dependence effect between the national defense industry stocks and the market index.
出处
《广义虚拟经济研究》
2016年第2期90-96,共7页
Research on the Generalized Virtual Economy
关键词
广义虚拟经济
二元容介因素
动态相依性
联动效应
波动特征
generalized virtual economy
mixed state of binary value
dynamic dependence
coupling effects
volatility characteristics
