Study of the China's Stock Market Returns Distribution Function

被引：0

作者：

Lu Fangyuan ^{[1
,2
]}

Duan Xiaona ^{[1
]}

Yuan Miao ^{[3
]}

机构：

[1] Zhengzhou Univ, Sch Business, Zhengzhou 450001, Henan, Peoples R China

[2] Zhengzhou Univ, Syst Econ Inst, Zhengzhou 450001, Henan, Peoples R China

[3] Chongqi Univ, Coll Math & Stat, Chongqi 40030, Peoples R China

来源：

2011 CHINESE CONTROL AND DECISION CONFERENCE, VOLS 1-6 | 2011年

关键词：

China's stock market returns; SGT distribution; EGB distribution;

D O I：

暂无

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

It is well-known that China's stock market returns distribution is non-normal, but there is no consistent conclusion that which distribution is better to describe this non-normal character. Through empirical analysis, we find that the EGB distribution and SGT distribution are more suitable to describe the stock market returns. And the SGT distribution is better than the EGB distribution to describe the China's stock market.

引用

页码：3345 / 3349

页数：5

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