论文部分内容阅读
金融业已经国民经济的关键行业,金融业的发展要求金融分析更加准确和严密。对金融数据的分析成为金融学的一个重要分支,如何建立一个可以准确描述金融市场内在机制的数学模型成了目前众多学者研究的问题。本文研究对象是03-08年的上证指数对数收益率,主要做了以下工作:研究了对数收益率的统计性质;对对数收益率进行建模;模型检验,得出模型成立。
The financial industry has become a key industry in the national economy. The development of the financial industry requires that financial analysis be more accurate and rigorous. The analysis of financial data has become an important branch of finance. How to set up a mathematical model that can accurately describe the internal mechanism of financial market has become a problem that many scholars study at present. The research object of this paper is the logarithmic rate of return of SSE in 2003-08. The main work is as follows: The statistical properties of logarithmic return rate are studied; the logarithmic return rate is modeled; the model test is conducted and the model is established.