DocumentCode
536572
Title
Research on Return Distribution of Chinese Stock Market
Author
Chen Minling ; Hu Zhenghui ; Li Aming ; Zhou Minghua
Author_Institution
Zhejiang Training Center of Sci. & Technol., Hangzhou, China
fYear
2010
fDate
7-9 Nov. 2010
Firstpage
1
Lastpage
3
Abstract
Some research are done on return distribution in this paper. And a combinatorial distribution model is proposed. Additionally, its density function is used for fitting the returns in the Shanghai stock market, which are under different time scales, such as 1 minute, 5 minutes, 1 day. It is demonstrated that the combinatorial distribution model is an excellent fit to the return distribution.
Keywords
combinatorial mathematics; financial management; stock markets; Shanghai stock market; chinese stock market; combinatorial distribution model; density function; different time scales; return distribution; return distribution research; Biological system modeling; Density functional theory; Fitting; Gaussian distribution; Indexes; Security; Stock markets;
fLanguage
English
Publisher
ieee
Conference_Titel
E-Product E-Service and E-Entertainment (ICEEE), 2010 International Conference on
Conference_Location
Henan
Print_ISBN
978-1-4244-7159-1
Type
conf
DOI
10.1109/ICEEE.2010.5660288
Filename
5660288
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