股票市场政策影响模型及其参数估计

A Model of Effects of Policy on Stock Market and Its Parameters Estimation

建立了一个政策影响下股票市场的预测模型,量化一项政策对股票市场影响程度的大小和影响时间的长短,并讨论了在对模型中有关参数进行估计时,如何选择恰当的样本使估计量具有优良的性质.

This paper elaborates a stock market forecasting model under the influence of government policies, which aims to quantify the extent and time span of the stock market policy＇ s influence. After a certain model has been proposed, the paper concentrates on how to select proper data in estimation of relative parameters in an effort to achieve estimations with high validity.