统计研究 ›› 2003, Vol. 20 ›› Issue (10): 45-4.

• 论文 • 上一篇    下一篇

沪深股市风险的相关性分析

史道济; 关静   

  1. 天津大学
  • 收稿日期:1900-01-01 修回日期:1900-01-01 出版日期:2003-10-15 发布日期:2003-10-15

  • Received:1900-01-01 Revised:1900-01-01 Online:2003-10-15 Published:2003-10-15

Abstract: In this paper we use logistic conditional model and GEV conditional model to analysize the data on 1992-- 1999‘s log profit of intra-daily close price on the Shanghai and Shenzhen Stock Market.By comparison we give the optimal methods for GEV conditional model.