摘要
利用数学软件Matlab6.5.1和统计方法,对深圳股市大盘的日成交量和周成交量进行了研究,我们发现在显著性水平α=0.000 5下,日成交量服从(或近似服从)对数正态分布,但是却明显地表现出尖峰、厚尾特性;而周成交量却呈双峰状态,不服从(或近似服从)对数正态分布.从而为广大投资者提供决策依据.
Mathematics software Matlab 6.5.1 and statistical methods are used to study the distribution of the quantum of daily and weekly bargain in Shenzhen stock market. The empirical results show that the log normal distribution can fit the quantum of daily bargain quite well at α = 0. 000 5, the greater kurtosis and fat tails are apparent,and the quantum of weekly bargain show is two kurtosis and does not satisfy log normal distribution, which is constructive and valuable to the investors.
出处
《昆明理工大学学报（理工版）》
2006年第6期107-110,共4页
Journal of Kunming University of Science and Technology(Natural Science Edition)
关键词
成交量
对数正态分布
深圳
bargain quantum
log normal distribution
Shenzhen
