| 中国股票市场收益率分布曲线的实证 |
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| 引用本文： | 陈启欢.中国股票市场收益率分布曲线的实证[J].数理统计与管理,2002,21(5):9-11. |
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| 作者姓名： | 陈启欢 |
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| 作者单位： | 上海交通大学管理学院,上海,200030 |
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| 摘 要： | 股票价格行为的随机理论认为市场收益服从正态分布 ,但在现实中这一假设不一定成立 ,市场收益率更多地呈现出偏离正态分布的形式。本文检验中国市场的收益率分布形态。
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| 关 键 词： | 股票 收益率 价格行为 正态分布 t分布 |
| 文章编号： | 1002-1566(2002)05-0009-03 |
The curve of stock market yield in China |
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| CHEN Qi,huan.The curve of stock market yield in China[J].Application of Statistics and Management,2002,21(5):9-11. |
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| Authors: | CHEN Qi huan |
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| Abstract: | The behavior theory of stochastic stock price argues that the yield of market obeys normal distribution.However,in fact,the hypothesis doesn ,t come into existence completely.The yield often presents the patterns as abnormal distributions.This study tests the distribution patterns of yield in China. |
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| Keywords: | stock yield behavior of price normal distribution t-distribution |
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