摘要
利用非参数核估计方法对2006年至2011年五年间中国深圳和上海股市A股收益率服从何种分布进行研究,通过理论和实证分析,借助Matlab和Eviews软件,得到中国股市收益率分布服从正态分布和logistic-分布的线性组合,并且计算出参数得到其准确的表达形式.
Based on nonparametric kernel estimation method we study the stock market returns dicstribution of A-share of Shenzhen and Shanghai from 2006 to 2011. Through the theoretical and empirical analysis, with the help of Matlab and Eviews software, it was concluded that the Chinese stock market returns distribution obeys the linear combination normal distribution and logistic distribution, and the parameters were calculated to get the accurate expression of the form.
出处
《海南师范大学学报（自然科学版）》
CAS
2013年第4期363-367,共5页
Journal of Hainan Normal University（Natural Science）
