| ON THE INCREMENTS DISTRIBUTION OF STOCK PRICES |
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| 作者姓名： | KorolevVYu ZhaoXuanmin BeningVE |
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| 作者单位： | Korolev V Yu 1 Zhao Xuanmin 2 Bening V E 11 Faculty of Computational Mathematics and Cybenetics，Moscow State Univ.，Moscow 119899. 2 Dept. of Appl. Math.，Northwestern Polytechnical Univ.，Xi'an 710072. |
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| 基金项目： | the NSFC(79970 0 2 2 ) and Aviation Fund(98J531 2 5) |
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| 摘 要： | Abstract. In this paper, the models of increment distributions of stock price are constructed with two approaches. The first approach is based on limit theorems of random summation. The second approach is based on the statistical analysis of the increment distribution of the logarithms of stock prices.
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| 关 键 词： | 股票价格 增长幅度 分布理论 数学模型 有限随机求和理论 数理统计分析 |
| 收稿时间： | 26 June 2000 |
On the increments distribution of stock prices |
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| KorolevVYu ZhaoXuanmin BeningVE.ON THE INCREMENTS DISTRIBUTION OF STOCK PRICES[J].Applied Mathematics A Journal of Chinese Universities,2001,16(3):315-322. |
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| Authors: | Korolev V Yu Zhao Xuanmin V E Bening |
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| Institution: | (1) Faculty of Computational Mathematics and Cybenetics, Moscow State Univ., 119899 Moscow;(2) Dept. of Appl. Math., Northwestern Polytechnical Univ., 710072 Xi’an |
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| Abstract: | In this paper,the models of increment distributions of stock price are constructed with two approaches. The first approach is based on limit theorems of random summation. The second approach is based on the statistical analysis of the increment distribution of the logarithms of stock prices. |
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| Keywords: | Increment distributions of stock price Cox process mixing distribution |
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