论文部分内容阅读
为了分析权证价格的影响因素,基于非平稳的时间序列数据,构造了权证价格与盈亏平衡价和时间因素的误差,修正特征价格模型,初步探讨了权证价格与其影响因素的关系。
In order to analyze the influencing factors of warrant price, the error of warrant price, breakeven price and time factor is constructed based on non-stationary time-series data. The eigenvalue model is amended to discuss the relationship between warrant price and its influencing factors.