【摘要】 采用沪深300指数的日内数据,运用方差分析并进行方差检验的方法,对各个时点间隔24小时的收益率波动情况进行分析,发现在交易期间收益率方差呈现"W"型变化,且交易时段的收益波动要大于非交易时段的收益波动。更多还原

【Abstract】 Using variance and variance test,this paper analyzes the volatility rate for each time point during the 24-hour interval by Shanghai and Shenzhen 300 index intraday trading data and finds that the variance of return rate is at a "W"-type changes during trading.It also finds that the volatility during the period of trading is much larger than the volatility during the period of non-trading.更多还原