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。
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.
出处
《数理统计与管理》
CSSCI
北大核心
2002年第5期9-11,共3页
Journal of Applied Statistics and Management
