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成交量一直是证券交易者预测股价波动的关键指标之一,大量的研究表明,成交量与股价波动的绝对值之间存在着正相关的关系。然而这种相关关系并不稳定,且在不同的时间段中,如短期内的股价波动与成交量的相关关系与长期的股价波动于成交量之间的相关关系会有所区别。指数体现了股价的总体表现,本文主要研究指数的波动和成交量之间的相关关系,发现当统计的时间长度不同时,股指的波动与成交量之间的相关关系的变化。
Volume has always been one of the key indicators for securities traders to predict the price volatility. A large number of studies show that there is a positive correlation between the trading volume and the absolute value of the stock price volatility. However, this correlation is not stable, and in different time periods, such as the correlation between stock price volatility and volume in the short term may be different from the long-term stock price volatility in volume. The index reflects the overall performance of the stock price. This paper mainly studies the correlation between the volatility and the volume of the index, and finds that when the statistical time length is different, the correlation between the volatility of the stock index and the volume changes.