摘要
本文对上证综指及深证成指的收益率进行了稳定分布拟合,并与正态分布的拟合加以比较分析,结果表明稳定分布能更好的处理股票市场中的"尖峰厚尾"现象。
The returns of Shanghai Stock Composite Index and Shenzhen Stock Sub-index are analyuzed means of the nor-real distribution and stable distribution simulation. The results show that the stable distribution is much better than the normal distribution in dealing with stock returns distribution with fat tail.
出处
《数学理论与应用》
2009年第2期56-58,共3页
Mathematical Theory and Applications
关键词
稳定分布
分布拟合
尖峰后尾
Stable distribution
Distributioin fitting
Fat tall
