摘要
通过非参数检验、相关分析等数理统计方法,讨论了3种不同权数下,采样股股票价格指数之间的差异,以及同现有综合股票价格指数的相关性,并从我国实际出发,分析了政策、消息、扩容对采样股股票价格指数影响力的大小。
The significant differences of using three kinds of weightings in computing stock index are discussed by using non-parameter testing, correlation analysis and other statistical techniques. According to the practical conditions of our country, the influences of policy, news and stretch of the issue on the sampling stock index are compared.
出处
《北方工业大学学报》
1999年第3期11-18,共8页
Journal of North China University of Technology
关键词
采样股
股票价格指数
非参数检验
基期修正
stock index
non-parameter testing
basis revision
issue
current issue