摘要
介绍了正态分布和分形分布的主要特征,借助分形理论对中国股票市场的收益序列进行了实证研究,估计出分形分布的参数,绘制了分形分布的密度曲线,并对其进行了检验。实证结果表明,分形分布能较好地拟合中国股票的收益率曲线。
The main characteristics of normal distribution and fractal distribution are introduced. It draws density curve of fractal distribution with the studied return series in Chinese stock market by employing fractal theory and estimating parameter of fractal distribution. The result shows that the return in Chinese stock market is characterized by the fractal distribution rather than normal distribution.
出处
《湖南工业大学学报》
2007年第4期100-104,共5页
Journal of Hunan University of Technology
关键词
收益率
分布函数
分形分布
正态分布
return
distribution functions
fractal distribution
normal distribution
