| 基于VaR技术的国有股过渡流通市场研究 |
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| 引用本文： | 郭洪涛.基于VaR技术的国有股过渡流通市场研究[J].洛阳大学学报,2005,20(4):68-73. |
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| 作者姓名： | 郭洪涛 |
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| 作者单位： | 华南师范大学,经济管理学院,广东,广州,510631 |
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| 摘 要： | VaR技术模型分析了A股与过渡流通股之间波动的价差,二者的价差并不稳定,因此不能给非流通股定价,应建立过渡流通股市场,在过渡期中,逐步赋予非流通股以流通权.
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| 关 键 词： | 流通股 非流通股 全流通 |
| 文章编号： | 1007-113X（2005）04-0068-06 |
| 收稿时间： | 2005-06-28 |
| 修稿时间： | 2005年6月28日 |
Analysis on Illiquidity Share Transitional Trading Plan by VaR Theory |
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| GUO Hong-tao.Analysis on Illiquidity Share Transitional Trading Plan by VaR Theory[J].Journal of Luoyang University,2005,20(4):68-73. |
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| Authors: | GUO Hong-tao |
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| Abstract: | In this paper, we use VaR theory to build a model to show falter price gap between transitional stock and A stocks. I think that the price gap of two kinds of stock is not stable, so we cannot make price of illiquidity share, and we must set up the transitional share system. In transitional term, we give the trade right to illiquidity share gradually. |
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| Keywords: | liquid share illiquid share complete liquidity |
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