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中国管理科学 ›› 2004, Vol. ›› Issue (2): 12-16.

• 论文 • 上一篇    下一篇

基于偏尾分布的证券价格行为特征分析方法

戴锋, 刘慧, 秦子夫   

  1. 解放军信息工程大学 河南郑州 450002
  • 收稿日期:2003-04-17 修回日期:2004-02-04 出版日期:2004-04-28 发布日期:2012-03-07

Method of Analyzing the Behavior Properties of Stock Price Based on Partial Distribution

DAI Feng, LIU Hui, QIN Zi-fu   

  1. Department of Management Science, Information Engineering University, Zhengzhou 450002, China
  • Received:2003-04-17 Revised:2004-02-04 Online:2004-04-28 Published:2012-03-07

摘要: 在偏尾分布[2-3]的基础上,本文首次给出了证券价格行为指标、极限价格、均衡价格、重心价格等基本特征的概念及解析表达式,尤其是给出了极限价格和重心价格的计算方法,前者有助于判断价格运行趋势在不同显著水平下的反转位置,后者有助于判断市场当前的价格重心是否合乎理性。

关键词: 偏尾分布, 证券市场, 价格行为指数, 极限价格, 重心价格

Abstract: Based on partial distribution[2,3],this paper gives out the concepts and analytic expressions of the behavior indexes of security price,extreme limit price,balanced price,focus price for the first time,particularly gives out the calculating methods of extreme limit price and focus price,the former is beneficial to judging the reversal position of price movement trend under the different significance levels,the latter is beneficial to judging that the focus of current price of security market is reasonable or not.

Key words: partial distribution, security market, price behavior index, extreme limit price, focus price

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