摘要
金融市场的统计特征包括市场收益分布的肥尾性、偏度负性、收益率时间序列不相关和收益与交易量之间的相关性;市场波动结构的随机性、波动聚集性和长时记忆性。根据这些特点,以中远航运(600428)的金融市场数据为例,研究了我国物流上市公司在金融市场上的统计特征。
The statistical characteristics of the publically traded stocks include the fat-tailedness and negative skewness of market return distribution,low auto-correlation of return time series,correlatedness between return and trade volume,stochastic market volatility, concentrated fluctuation,and long-time memory,etc.The paper studies COSCO SHIPPING（600428）of the A-share market to illustrate the statistical characteristics of the listed logistics enterprises in China.
出处
《物流技术》
2011年第5期10-12,共3页
Logistics Technology
基金
中央高校基本科研业务费专项资金资助
关键词
金融市场
统计特征
市场收益
波动结构
物流上市公司
financial market
statistical characteristics
market return
fluctuation structure
listed logistics enterprise
