摘要
从理论角度讨论了一类技术指标的性质,即在假定股票价格遵从几何布朗运动的条件下,这类技术指标具有严平稳性和m步相依性,且其部分和序列是渐进正态的.
On the hypothesis that stock prices behave as the geometric Brownian motion, it is proved that a category of securities technical indexes are strickly stationary and m-dependent, and their partial sum series are asymptotically normal.
出处
《上海电力学院学报》
CAS
2009年第1期98-100,共3页
Journal of Shanghai University of Electric Power
关键词
技术指标
几何布朗运动
平稳过程
m步相依序列
technical index
geometric Brownian motion
stationary process
m-dependent series