摘要
运用生存分析对沪铜现货价格进行研究,发现价格的连涨连跌变化率服从Weibull分布,且在不同的历史时期,Weibull分布的刻度参数会发生变化,而形状参数都处于1附近,且参数的变化反映了价格波动及市场结构的情况,进而得出一些有意义的结论。
In this paper,the shanghai copper price is analyzed with survival analysis,and the distribution of the successive rises and falls of rate of price change are found to fit with Weibull distribution.Moreover,in different eras,the parameters are different,and the shape parameters are all around one.Then,according to different era,some meaningful conclusions are drawn.
出处
《石家庄铁路职业技术学院学报》
2010年第4期60-63,共4页
Journal of Shijiazhuang Institute of Railway Technology
