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Chinese Journal of Management Science ›› 2003, Vol. ›› Issue (1): 14-21.

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A Research On Return Distribution Function Of Chinese Stock-Market

FENG Jian-qiang, WANG Fu-xin   

  1. Department of Statistics, Renmin University of China, Beijing 100086, China
  • Received:2001-07-27 Revised:2002-11-22 Online:2003-02-28 Published:2012-03-06

Abstract: On the basis of researching stock return distribution function in documents,this paper choose stable paretian distribution and t distribution as distribution form discribing Shanghai and Shenzhen stock market return,then use those Stock market’s data to discuss and estimate return distribution.

Key words: Stock-Market of China, return, distribution function

CLC Number: