摘要
基于Pearson分布,运用一种新的检验方法Rao Score检验对股票市场19只个股进行实证研究的结果表明,H0:δ=0假设通常被拒绝,股票市场尖峰和非对称性普遍存在。
In this paper, Pearson type Ⅳ Distribution and a new test method of Rao Score Test was applied to the nineteen stockes of stock market. The result of research showed that the stock market has these characteristics of excess kurtosis and asymmetry, because the hypothesis of H0 ：δ = 0 usually has been refused.
出处
《财经理论与实践》
CSSCI
北大核心
2008年第3期76-79,共4页
The Theory and Practice of Finance and Economics
基金
教育部人文社会科学规划基金项目(06JA790030)
