| 中国股票收益率的稳定分布拟合与检验 |
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| 引用本文： | 孙群.中国股票收益率的稳定分布拟合与检验[J].数学理论与应用,2009(2):56-58. |
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| 作者姓名： | 孙群 |
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| 作者单位： | 湖南财经高等专科学校经济数学研究所,湖南长沙410205 |
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| 摘 要： | 本文对上证综指及深证成指的收益率进行了稳定分布拟合，并与正态分布的拟合加以比较分析，结果表明稳定分布能更好的处理股票市场中的“尖峰厚尾”现象。
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| 关 键 词： | 稳定分布 分布拟合 尖峰后尾 |
The Stable Distributions Fitting and Testing in Stock Returns of China |
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| Sun Qun.The Stable Distributions Fitting and Testing in Stock Returns of China[J].Mathematical Theory and Applications,2009(2):56-58. |
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| Authors: | Sun Qun |
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| Institution: | Hunan College of Finance and Economics;Changsha;410205 |
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| Abstract: | The returns of Shanghai Stock Composite Index and Shenzhen Stock Sub-index are analyuzed means of the normal distribution and stable distribution simulation.The results show that the stable distribution is much better than the normal distribution in dealing with stock returns distribution with fat tail. |
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| Keywords: | Stable distribution Distributioin fitting Fat tail |
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