| 沪深两市股票指数收益率分布特征的实证研究--用MATLAB软件实现对中国股票市场数据的检验 |
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| 引用本文： | 张敏,强世应.沪深两市股票指数收益率分布特征的实证研究--用MATLAB软件实现对中国股票市场数据的检验[J].湘潭师范学院学报(自然科学版),2004,26(1):122-126. |
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| 作者姓名： | 张敏 强世应 |
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| 作者单位： | 1. 湘潭大学,商学院,湖南,湘潭,411105
2. 安徽大学,数学系,安徽,合肥,230026 |
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| 摘 要： | 用Madab软件对中国股票市场数据进行了分布和非线性检验，为了解决这些问题，采用并进一步开发了一套算法工具。
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| 关 键 词： | 股票指数收益率 Madab软件 中国 Kolmogorov-Smimov检验 非线性 算法 |
| 文章编号： | 1671-0231(2004)01-0122-05 |
| 修稿时间： | 2003年11月1日 |
Empirical research on the nonlinear testing and distributions of the Hu & Shen City's general index rate of return--Implementation with Matlab of testing on the data of China stock market |
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| ZHANG Min ,QIANG Shi-yin.Empirical research on the nonlinear testing and distributions of the Hu & Shen City''''s general index rate of return--Implementation with Matlab of testing on the data of China stock market[J].Journal of Xiangtan Normal University (Natural Science Edition),2004,26(1):122-126. |
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| Authors: | ZHANG Min QIANG Shi-yin |
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| Institution: | ZHANG Min 1,QIANG Shi-yin 2 |
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| Abstract: | Considerable amount of research was dedicated during recent years to break the irrational hypothesis in classical models to get true features of the world. This paper goes beyond relative testing methods and addresses the implementation with programming to have a test about distribution and nonlinearity on the data of China stock market. In order to solve these problems it adapts and further develops algorithmic tools for them. |
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| Keywords: | stock index rate of return Kolmogorov-Smirnov testing nonlinearity algorithm |
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