| 基于非参数核估计方法的中国股市收益率分布研究 |
| |
| 引用本文： | 牛玉坤,胡晓华. 基于非参数核估计方法的中国股市收益率分布研究[J]. 海南师院学报, 2013, 0(4): 363-367 |
| |
| 作者姓名： | 牛玉坤 胡晓华 |
| |
| 作者单位： | 海南师范大学数学与统计学院,海南海口571158 |
| |
| 摘 要： | 利用非参数核估计方法对2006年至2011年五年间中国深圳和上海股市A股收益率服从何种分布进行研究,通过理论和实证分析,借助Matlab和Eviews软件,得到中国股市收益率分布服从正态分布和logistic-分布的线性组合,并且计算出参数得到其准确的表达形式.
|
| 关 键 词： | 股票收益率分布 非参数核估计 曲线拟合 |
The Chinese Stock Market Returns Distribution Research Based on Nonparametric Kernel Estimation Method |
| |
| NIU Yukun,HU Xiaohua. The Chinese Stock Market Returns Distribution Research Based on Nonparametric Kernel Estimation Method[J]. Journal of Hainan Normal University(Humanities and Social Sciences), 2013, 0(4): 363-367 |
| |
| Authors: | NIU Yukun HU Xiaohua |
| |
| Affiliation: | ( College of Mathematics and Statistics, Hainan Normal University, Haikou 571158, China) |
| |
| Abstract: | Based on nonparametric kernel estimation method we study the stock market returns dicstribution of A-share of Shenzhen and Shanghai from 2006 to 2011. Through the theoretical and empirical analysis, with the help of Matlab and Eviews software, it was concluded that the Chinese stock market returns distribution obeys the linear combination normal distribution and logistic distribution, and the parameters were calculated to get the accurate expression of the form. |
| |
| Keywords: | Stock returns Non-parametric kernel estimation Curve fitting |
| 本文献已被 维普 等数据库收录！ |
|
