The Duality of Stocks and Futures Price Volatility-Randomness and Trends

被引：0
|
作者：
Liu, Y. X. [1 ]
机构：
[1] Jiangsu Normal Univ, Sch Business, Xuzhou 221006, Jiangsu, Peoples R China
来源：
INTERNATIONAL CONFERENCE ON ADVANCED MANAGEMENT SCIENCE AND INFORMATION ENGINEERING (AMSIE 2015) | 2015年
关键词：
stocks and futures; price volatility; duality; random; trends; MARKET;
D O I：
暂无
中图分类号：
TP39 [计算机的应用];
学科分类号：
081203 ; 0835 ;
摘要：
The characteristics of the Stocks and futures price volatility is the basis of the risk of investment management, but still dispute on randomness and trends. Proved from the different theories and methods of quantitative analysis, the parameters of their choice, the perspective is different. inspired by light wave-particle duality in the process of analyzing data of the mainstream market, gain the conclusion of the duality of Stocks and futures price volatility-randomness and trends, i. e., Stocks and futures price compared with itself in the day before in a long-term, the statistical relationship shows random; in a particular range, a statistical relationship of price-time shows trends.
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页码：294 / 302
页数：9
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