稳定分布及其在GARCH中的运用
DOI:
CSTR:
作者:
作者单位:

作者简介:

通讯作者:

中图分类号:

F224.0 F830.9

基金项目:


Stable distribution and its application in GARCH
Author:
Affiliation:

Fund Project:

  • 摘要
  • |
  • 图/表
  • |
  • 访问统计
  • |
  • 参考文献
  • |
  • 相似文献
  • |
  • 引证文献
  • |
  • 资源附件
  • |
  • 文章评论
    摘要:

    用稳定分布的特征函数和Fourier变换得到稳定分布的参数估计和概率密度.应用稳定分布对上证交易所的综合指数进行分布拟合,并建立了GARCH-稳定模型,探讨稳定分布对GARCH模型的影响.

    Abstract:

    The estimated parameter and probability density of stable distribution are obtained by its character function and the Fourier transform. At the same time the stable distribution is applied to fit the Shanghai Stocks Exchange Composite index and the model of GARCH-stable is built up which is supposed to obey the stable distribution in its conditional equation. It is observed that the stable distribution is more suitable to describe the distribution of stocks market in China than the normal distribution and thus the capability to forecast the volatility is advanced.

    参考文献
    相似文献
    引证文献
引用本文

易艳红,周石鹏.稳定分布及其在GARCH中的运用[J].上海理工大学学报,2003,(3):300-303.

复制
分享
相关视频

文章指标
  • 点击次数:
  • 下载次数:
  • HTML阅读次数:
  • 引用次数:
历史
  • 收稿日期:
  • 最后修改日期:2002-12-16
  • 录用日期:
  • 在线发布日期:
  • 出版日期:
文章二维码