中国股票市场历史类似性的建模与分析
发布时间：2018-12-23 18:29
【摘要】：文中对上证综指进行描述性统计分析,并采用游程检验对股市进行弱势有效分析,通过非参数检验来研究当期股市走势与2009年类似的问题。最后得出结论:2005年至2010年、2014年至2016年上证综指收益率、股市跌涨额、跌涨幅不存在显著性差异,当前股市状况类似迷你版2009。这一结论,不仅对投资者有巨大的参考价值,同时对市场运行规律的研究也具有重要意义。
[Abstract]:This paper carries on the descriptive statistical analysis to the Shanghai Composite Index, and analyzes the weakness of the stock market effectively by using the run test, and studies the similar problems of the current stock market trend and the 2009 stock market trend through the non-parametric test. The final conclusion: from 2005 to 2010, 2014 to 2016, the Shanghai Composite Index yield, the stock market rose, there is no significant difference between the decline, the current stock market situation similar to the mini-version 2009. This conclusion is not only of great reference value to investors, but also of great significance to the study of market operation law.
【作者单位】： 江西财经大学统计学院;江西财经大学财税与公共管理学院;
【分类号】：F832.51
本文编号：2390086
[Abstract]:This paper carries on the descriptive statistical analysis to the Shanghai Composite Index, and analyzes the weakness of the stock market effectively by using the run test, and studies the similar problems of the current stock market trend and the 2009 stock market trend through the non-parametric test. The final conclusion: from 2005 to 2010, 2014 to 2016, the Shanghai Composite Index yield, the stock market rose, there is no significant difference between the decline, the current stock market situation similar to the mini-version 2009. This conclusion is not only of great reference value to investors, but also of great significance to the study of market operation law.
【作者单位】： 江西财经大学统计学院;江西财经大学财税与公共管理学院;
【分类号】：F832.51
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