• DocumentCode
    2523221
  • Title

    Study of the China´s stock market returns distribution function

  • Author

    Fangyuan, Lu ; Xiaona, Duan ; Miao, Yuan

  • fYear
    2011
  • fDate
    23-25 May 2011
  • Firstpage
    3345
  • Lastpage
    3349
  • Abstract
    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.
  • Keywords
    statistical distributions; stock markets; China; EGB distribution; SGT distribution; empirical analysis; stock market return distribution function; Fitting; Gaussian distribution; Indexes; Logistics; Modeling; Stock markets; Weibull distribution; China´s stock market returns; EGB distribution; SGT distribution;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Control and Decision Conference (CCDC), 2011 Chinese
  • Conference_Location
    Mianyang
  • Print_ISBN
    978-1-4244-8737-0
  • Type

    conf

  • DOI
    10.1109/CCDC.2011.5968836
  • Filename
    5968836
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=2523221