Application of Nonparametric Kernel Density Estimation in Hongkong Stock Market

被引：0
|
作者：
Wang, Yuling [1 ]
Wang, Jing [2 ]
机构：
[1] Tianjin Univ Commerce, Sch Sci, Tianjin 300134, Peoples R China
[2] Bengbu Univ, Dept Math, Hubei 442000, Peoples R China
来源：
RECENT TRENDS IN MATERIALS AND MECHANICAL ENGINEERING MATERIALS, MECHATRONICS AND AUTOMATION, PTS 1-3 | 2011年 / 55-57卷
基金：
中国博士后科学基金; 中国国家自然科学基金; 高等学校博士学科点专项科研基金;
关键词：
non-parametric; kernel density; stock returns; windows width;
D O I：
10.4028/www.scientific.net/AMM.55-57.209
中图分类号：
TH [机械、仪表工业];
学科分类号：
0802 ;
摘要：
A new method, non-parametric kernel density, is used to research the distribution function of HangSeng index returns. The new method can not only depict the character of peak and fat tails of stock returns, but also capture the market risk better than normal distribution. Further more, more accurate conclusions are concluded.
引用
收藏
页码：209 / +
页数：2
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