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Chinese stock market some statistical research

Author: ZhangShaoZong
Tutor: JiangWenJiang
School: Yunnan Normal University
Course: Basic mathematics
Keywords: Statistics Research Chinese Stock Market Two-step estimation method Marginal distribution Financial Data Two methods Stock prices Parameter Estimation GARCH Correlation
CLC: F832.5
Type: Master's thesis
Year: 2004
Downloads: 184
Quote: 1
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Abstract


Thesis is divided into two parts, the first major study of the characteristics of China's stock of financial data , we focus stock price gains , as a one-dimensional marginal distribution , study its own characteristics and correlation. With two new distribution ( 2000 Jiang Wenjiang proposed ) to be carried out on the data and research . The second part of the study Quantile GARCH model parameter estimation problem , the application of the two methods , two-step estimation method and QQ estimation .

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CLC: > Economic > Fiscal, monetary > Finance, banking > China's financial,banking > Financial market
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