Relations among volume,open interest and volatility in fuel oil futures market
燃料油期貨市場成交量、持倉量與波動(dòng)性關(guān)系
The relations between volume, volatility and open interest in China s futures market were empirically examined.
結(jié)果表明:交易量與收益率波動(dòng)的關(guān)系是正相關(guān),持倉量與收益率波動(dòng)之間的關(guān)系是負(fù)相關(guān);將交易量、持倉量分割為預(yù)期和未預(yù)期兩部分,發(fā)現(xiàn)未預(yù)期部分對(duì)收益率波動(dòng)有更大的影響,且未預(yù)期部分本身的正、負(fù)變動(dòng)對(duì)收益率波動(dòng)的作用程度是不對(duì)稱的;大的持倉量能減緩收益率波動(dòng)。
while open interest decrea.
由于我國期貨市場不是很成熟,我用已有的模型對(duì)中國及國外的期貨市場的收益,收益波動(dòng)進(jìn)行了詳細(xì)的實(shí)證檢驗(yàn),通過與國外期貨市場的比較看出我國期貨市場相對(duì)不成熟的具體地方,為了能在我國僅有的期貨信息上找出我國期貨市場中具體不成熟的隱性原因,我對(duì)原有的模型進(jìn)行了修改,并結(jié)合國內(nèi)外期貨數(shù)據(jù)再次進(jìn)行實(shí)證檢驗(yàn),得出期貨市場中的收益還與日期貨市場指數(shù)有關(guān),交易量變大會(huì)增加收益波動(dòng),持倉量有助于減小波動(dòng),無預(yù)期交易量,無預(yù)期持倉量對(duì)波動(dòng)影響大于預(yù)期交易量,預(yù)期持倉量對(duì)波動(dòng)的影響,結(jié)合原來前人的結(jié)論與本文得到的結(jié)論針對(duì)我國不同交易所指出了它們存在的具體問題,之后在我國現(xiàn)有基礎(chǔ)上提出了解決問題的具體方法。
contract limits and reportable open position
合約限量及須申報(bào)的持倉量
Relations among volume,open interest and volatility in fuel oil futures market
燃料油期貨市場成交量、持倉量與波動(dòng)性關(guān)系
An Empirical Study on the Relations between Volume, Volatility and Open Interest in China s Futures Market;
中國期市收益率波動(dòng)與交易量和持倉量關(guān)系的實(shí)證研究
The Impact of Warehouse Centralization on Inventory Quantity;
倉庫中心化對(duì)庫存持有量的影響分析
"The requirements of the new Branch being supplied from our own warehouses, you will be served with regard to Both quality and price as formerly. "
分店的商品,均由本店倉庫提供,質(zhì)量與價(jià)格維持不變
All open positions must be closed prior to any withdrawals.
提款前賬戶內(nèi)所有持倉部位必須已平倉。
Decision Support System Based on Data Warehouse and Knowledge Warehouse
基于數(shù)據(jù)倉庫和知識(shí)倉庫的決策支持系統(tǒng)
"Massive stock, clear out "
大量庫存,清倉甩賣
the quantity that a barn will hold.
一谷倉所能容納的量。
We obviously want to have big positions in our winners and small positions in our losers.
顯然,我們想在盈利時(shí)持有大倉位,在損失時(shí)持有小倉位。
Maintaining the repositories requires effort and discipline.
維持這些倉庫需要(共同)努力和紀(jì)律。
This page is used for displaying the detail of account position.
這一頁用來顯示戶口持倉的具體資訊。
Commodities Trading (Trading Limits and Position Limits) Rules
《商品交易(交易限額及持倉限額)規(guī)則》
Certificate is needed to be a administrator for hazardous chemical warehouse.
對(duì)于危險(xiǎn)品倉庫管理員需持證上崗。
A Research on Decision Support Technique Based on Data Warehouse;
基于數(shù)據(jù)倉庫的決策支持技術(shù)的研究
In Telecommunication Decision Support System Data Warehouse Design;
電信決策支持系統(tǒng)中數(shù)據(jù)倉庫的設(shè)計(jì)
The Design of Data Warehouse in Supporting System of Medical Decision
醫(yī)療決策支持系統(tǒng)中數(shù)據(jù)倉庫的設(shè)計(jì)
In other words, a short position of a market maker in Exchange Fund paper can be covered by a long position in SIs, or vice versa.
換言之,市場莊家若持有外匯基金票據(jù)及債券短倉,可用這些指定債務(wù)工具長倉來補(bǔ)倉,反之亦然。