ON THE INCREMENTS DISTRIBUTION OF STOCK PRICES
ON THE INCREMENTS DISTRIBUTION OF STOCK PRICES
摘要
In this paper,the models of increment distributions of stock price are constructed with two approaches. The first approach is based on limit theorems of random summation. The second approach is based on the statistical analysis of the increment distribution of the logarithms of stock prices.
In this paper,the models of increment distributions of stock price are constructed with two approaches. The first approach is based on limit theorems of random summation. The second approach is based on the statistical analysis of the increment distribution of the logarithms of stock prices.
基金
the NSFC(79970 0 2 2 ) and Aviation Fund(98J531 2 5)
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