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'T&ے DRI endstream endobj startxref 116 %%EOF 48 0 obj <>/ExtGState<>/Font<>/XObject<>>>/Rotate 0/Tabs/S/Type/Page>> endobj 52 0 obj <>/ExtGState<>/Font<>/XObject<>>>/Rotate 0/Tabs/S/Type/Page>> endobj 59 0 obj <>/Font<>>>/Rotate 0/Tabs/S/Type/Page>> endobj 62 0 obj <>/Font<>>>/Rotate 0/Tabs/S/Type/Page>> endobj 67 0 obj <>/Font<>>>/Rotate 0/Tabs/S/Type/Page>> endobj 91 0 obj <>stream 2019-08-14T11:06:47+08:00 2019-08-14T11:06:17+08:00 2019-08-14T11:06:47+08:00 Acrobat PDFMaker 11 Word 版 uuid:a52b4d1c-b39d-4449-9f1d-ed5714c9bdc4 uuid:6819491f-f6d9-440f-8f8a-b47d0c3d9592 633 application/pdf 大盘牛熊的判别研究及检验 为了平衡现货市场中的系统性风险,投资者往往选择通过套期保值进行风险对冲,所以准确判断大盘市场中的牛熊市转换机制成为学者们探研的关键。本文依据相应理论,选取MACD、TRIX、DMI以及MTM指标,通过调整适当参数建立用来判断牛熊转换的模型,产生综合指标TREND来确定进入熊市进行套期保值的时间以及熊市结束进入牛熊转换时期所应平仓时机,为投资者准确决策提供有力依据。 刘昱,肖春来 Adobe PDF Library 11.0 牛熊转换,套期保值,平仓时机 D:20190814030610 为亃平衡田货帇场ä¸�çı—ç³»ç»�敧飔鎩$æ−Łèµ—蕖徕徕镛扩é•ıè¿⁄奊æœ�ä¿šå•¼è¿łè¡„é£”éŽ©å¯¹åƒ²ï¼„æ›•ä»¥å⁄ƒç¡®å‹¤æŒ�å¤§çłŸå¸‡åœºä¸�çı—盳çƒ−帇转擢机勶拒为å�¦è•–们攢ç€flçı—å–³éfl®ã•‡æœ¬æŒ⁄ä¾šæ“®çł¸åºfl璃论$镛呌MACD㕆TRIX㕆DMI以å‘−MTMæ„⁄æ€⁄$é•ıè¿⁄è°…æŁ´é•‡å½fiå‘‡æŁ°å»ºç«‰çfl¨æš¥å‹¤æŒ�盳çƒ−转擢çı—模垉$产çfl�综咋æ„⁄æ€⁄TREND暥确å®ıè¿łå–¥çƒ−å¸‡è¿łè¡„å¥Šæœ�俚啼çı—抶銴以å‘−çƒ−帇ç»fiæš�è¿łå–¥ç›łçƒ−转擢抶æœ�曕åºflå¹³ä»fi抶机$为æ−Łèµ—è•–å⁄ƒç¡®åƒ³ç�Œæ‘’ä¾łæœ›å−łä¾šæ“®ã•‡ endstream endobj 358 0 obj <> endobj 359 0 obj <> endobj 360 0 obj <> endobj 361 0 obj <> endobj 362 0 obj <> endobj 363 0 obj <>/ExtGState<>/Font<>/XObject<>>>/Rotate 0/Tabs/S/Type/Page>> endobj 364 0 obj [382 0 R 383 0 R 384 0 R 385 0 R 386 0 R 387 0 R] endobj 365 0 obj <>stream HWn7}߯RVBԦi]7(Nlw{V)PrIpxΙr-&ƨe9,&ۭQjýIa ګ@VWۋT}Q!XU/gm{.9mQEtU,F4'ᯝ)?;6j{ΎkR무מQ(NqκZk,Ȑ#\UYkK?{I<~nCpAV/t {iBﯴvjs'b Z52DV )hk֍]6в+a8yɶSvO˷U A򖟶X ,{AɁ.XeUNW}+j[Np,.GўCy1zG( ~ F[tj3* Y<`,Ył RcPcg p'ݞ<}RըT[K,`r[讂QZw %~P G#p$a | ᦒ=U_^?qu%HhA2>KƏ%Y2Nv2rKDt8\5EYr A=.rl;FG:yDHڂ7x8fx6d&\ɭBWk8 eq xTb ۽BlTׄ6i.JNzߧvE.PvL3zdx6%R{.!c, OIyYe9SyͿMN'y&w\pn-uvƺǻne6^`ٿA9 9}P#d9Y{1*53͚,OJʲ8D/>wWyGjKpeb}zq.9ӛ* ^ ]Jm|3A°9cn}(6lʪ\ endstream endobj 366 0 obj <>]/Filter[/DCTDecode]/Height 32/Length 5032/Subtype/Image/Type/XObject/Width 152>>stream JFIFC     C   " }!1AQa"q2#BR$3br %&'()*456789:CDEFGHIJSTUVWXYZcdefghijstuvwxyz w!1AQaq"2B #3Rbr $4%&'()*56789:CDEFGHIJSTUVWXYZcdefghijstuvwxyz ??i \POIF"AYW88J9Z~ߴg= X5IR hI]H#]7/_'Vn6MibpJ+k M?l o?ꋦi^M:N~2#ܸ_)>|ob0,<*(NkZhYxQ?ٞ{Np2N<$x dc mjziayȠY[3oDZB97dʊ~xI+H߀7> aGז]s琀c۵a$å~Ynk/So OcF<;5uq_0(poxKW?m=ŸTpVj9ʥ7vͶI&ݒgm*Y4]+.a̷iM%P9(ȭ'+?ߴh$Ѽ]å.k'N7 3?|uc%'dt};xߣgN*5g5ZTsUEMͭ%E~4?^/ 19t&y@s0nq\/+C p7l-u$ڥArwA? 8qSRn.,2xPփ EʣVN1RJ\֖RJi +6-/ k/*ņo{1γ|ۼJ dhG V{W7x,=.HW~ ExM+*2@*ܗ5<|x긯Ά׫NUd},RmtGS+o +RmthdH QFF9q^}|~_e;Pd}'gi#h.J.J]I vez~?~w+?5.txN]&NY\@3C:3ȷ$3] 3O 7m46//R -,J(T;]5QMI+}+A>0|Hgпg/|a6 ѭ[ObvK˻US1%bBKuS?_?X|/ cGtSp,j5D Uu8GH&?Co~|q[۶cc~4v Eʹ۵U5݅jxxFI>31YN;?brn(A#'u Ehߕ[t~Y_uT$W(txN[=e]K!<v9?o.T<ozy&xKޥ&q z# 88ȇ 3dA`57|:X溞ij䳹?1g!n${U˩*dVw? w/We w^xv zɵK"ݫȪf$.zJ[I~<R4?`ػCu \jw4$ӬW/1g*+2vo~:OaUL~Lox@XkZ_У,{Uʖ9^=~&~ƿ /|߈ҵi\oosA:,lSy&'ŽG/<:G^Mu&TgljIbAf•b ~_W|V!߄&h𮨺j$W3jREW۹Z,9rt?ĽoogԵELG`>}@$>Cx/xCе4/ہ<,ѿ@9⾾%k~(|)7m<=VLugDK+ET}!'U}_ ORc ;Jbnj׬S~9lOƥ_hzuWP,gim PǐJ#HWݒnޖH[<YgKJeR^!{WJ\dhFGg_>U>8~Ǟ*o4mbkhx5Mr.#(T:*8 z 3MR>j뭒n{/wrB̩, W|ﵫ8ZniDŽ6>  lI+%㿆O-#-V23 pH#]sZ~º5-|z5C]#,Oe+EcG5 a/O=Ѵ_zf;=K~- topBv)>3ibx‘|ioD"#j tFܣ@*yV)M%BjJ1JPz6Uox^IgYa+TCJQ8Σ&jV^᳉A)SA|vfo>0bb}KLCwbIyT$n%_,. r_i|Y|$x @BG񶹩o[3|-46"gK&M{ =Mq?čn"Wue݂; Ǥj߁_7ŏ@-v-4#kzFPP/_wqG?>_v:l{w%0(wD8_C*X"w_O&<+{~fGtU;b +ď0Q)Y_:w/ h~jHfԵXd6[{_0,(|9 7f^.OOoOlCd n+5M_ }7afB\1G+_JJ;ω륫 ئ=لCܮs_M7/C~џk'g_%kkP+ Cɪo t??oKo?o<#^6'o'8Hg"w@E endstream endobj 367 0 obj [/ICCBased 368 0 R] endobj 368 0 obj <>stream HyTSwoɞc [5laQIBHADED2mtFOE.c}08׎8GNg9w߽'0 ֠Jb  2y.-;!KZ ^i"L0- @8(r;q7Ly&Qq4j|9 V)gB0iW8#8wթ8_٥ʨQQj@&A)/g>'Kt;\ ӥ$պFZUn(4T%)뫔0C&Zi8bxEB;Pӓ̹A om?W= x-[0}y)7ta>jT7@tܛ`q2ʀ&6ZLĄ?_yxg)˔zçLU*uSkSeO4?׸c. 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