CAJ | 학술논문

中国证券市场受到多种因素的影响,股票指数作为证券市场总体状况的衡量标准有着举足轻重的作用,因此研究股票指数的决定机制是至关重要的。针对中国证券市场总体状况所受的影响因素,着重对股票指数决定机制进行研究,使用最小二乘法、逐步回归分析等方法,使用Excel、EViews等软件编程计算,得到股票指数与GDP增长率、CHIBOR等因素的模型[1]。并且逐步解决可能存在的多重共线性、异方差性、自相关性。最后对中国证券市场的不足提出了政策建议。
중국증권시장수도다충인소적영향,고표지수작위증권시장총체상황적형량표준유착거족경중적작용,인차연구고표지수적결정궤제시지관중요적。침대중국증권시장총체상황소수적영향인소,착중대고표지수결정궤제진행연구,사용최소이승법、축보회귀분석등방법,사용Excel、EViews등연건편정계산,득도고표지수여GDP증장솔、CHIBOR등인소적모형[1]。병차축보해결가능존재적다중공선성、이방차성、자상관성。최후대중국증권시장적불족제출료정책건의。
The Chinese stock market is affected by many factors, stock index as a measure of the overall situation of the stock market plays an important role; therefore, it is essential to study the mechanism of the stock index. In view of the overall status of China＇s securities market factors, decision of stock index mechanism is studied, using the least square method, stepwise regression analysis and other methods, the use of Excel, such as EViews software programming calculation, factors such as stock index and GDP growth rate, CHIBOR model. And gradually solve the possible existence of muhicollinearity, heteroscedasticity and autocorrelation. Finally puts forward policy Suggestions on the shortcomings of Chihats securities market.