统计研究 ›› 1998, Vol. 15 ›› Issue (3): 66-71.

• 论文 • 上一篇    下一篇

广义股价指数的修正方法研究

许涤龙   

  • 出版日期:1998-03-15 发布日期:2012-02-14

Research on the Amendment of Generalized Stock Price

XU Di-Long   

  • Online:1998-03-15 Published:2012-02-14

摘要: 广义股价指数(简称股价指数)包括股价平均数和狭义股价指数。作为一种应用于股市的价格统计工具,股价指数在编制方法上既具有一般价格指数的共性,又具有自己的特性,修正方法就是股价指数所特有的一种方法。但在股价指数产生一百多年后的今天,其修正方法仍有待完善。

Abstract: On the basis of systematically analysis on the influence of non-transactional variation on the generalized stock index, the paper has made detailed discussion on the method of amending the average stock price and limited stock index, raised the “re-moving rights amendment”, and analyzed the characteristics and adaptability of the various amending methods and the relations between these methods.