对标准普尔500指数行业价格波动的评估

Aleksejus Sosidko, Ligita Gasparėnienė
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引用次数: 0

摘要

本文评估了标准普尔500指数行业价格的波动,考虑到按个人预期类别评估的基本宏观经济股票价格决定因素的影响。股票价格预测模型也已开发和验证。在这项研究中,考虑到每个基本的宏观经济决定因素和一个单独的预期类别,对标准普尔500指数行业价格的波动进行了评估。这一研究使价格波动较大的指数的识别成为可能。统计上可靠的预测模型已经过实证验证,并确定了指示指数价格上涨或下跌的最可靠的预测模型。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
EVALUATION OF FLUCTUATIONS IN THE STANDARD & POOR’S 500 SECTORAL INDEX PRICES
This article evaluates fluctuations in the Standard & Poor’s 500 sectoral index prices, taking into account the impact of fundamental macroeconomic stock price determinants assessed by individual expectation categories. Models for stock price prognostication have also been developed and verified. In this research, fluctuations in the Standard & Poor’s 500 sectoral index prices are evaluated, taking into account each fundamental macroeconomic determinant and a separate expectation category. This research has enabled the identification of indices with high price fluctuations. Statistically reliable prognostication models have been empirically verified, and the most reliable prognostication models for indicating rise or declines in index prices have been identified.
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来源期刊
Intellectual Economics
Intellectual Economics Arts and Humanities-Philosophy
CiteScore
1.90
自引率
0.00%
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