| 关于股价波动的数学模型 |
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| 引用本文： | 金能.关于股价波动的数学模型[J].台州学院学报,2001(3). |
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| 作者姓名： | 金能 |
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| 作者单位： | 台州师范专科学校数学系 浙江临海317000 |
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| 摘 要： | 评述了股票价格波动的几个典型的数学模型,并通过几种股票价格的实证检验,指出文1]提出的所谓波动源模型也很难描述现实市场中的股票价格的波动现象。
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| 关 键 词： | 股票价格 对数正态分布 波动源模型 |
On the Mathematical Models of Stock Price Fluctuation |
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| JIN Neng.On the Mathematical Models of Stock Price Fluctuation[J].Journal of Taizhou University,2001(3). |
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| Authors: | JIN Neng |
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| Institution: | JIN Neng Department of Mathematicas,Taizhou Teachers College,Linhai Zhejiang 317000 |
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| Abstract: | Some typlcal stock price fluctuations are evaluated in this paper. Meanwhile, with empirical stud ies, itshows that" fluctuating sources medel" 1 ] cannot describe the fluctuation the real stock market more accurately ei-ther. |
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| Keywords: | stock price lignormality fluctuat ing source model |
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