| 股指波动的实证分析 |
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| 引用本文： | 张棣芳.股指波动的实证分析[J].湖南科技学院学报,2007,28(9):22-24. |
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| 作者姓名： | 张棣芳 |
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| 作者单位： | 湖南科技学院,数学与计算机科学系,湖南,永州,425006 |
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| 基金项目： | 本文属湖南省水州市市级课题“中国证券市场股指波动的周期分析及其在水州的应用”. |
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| 摘 要： | 探讨了中国证券市场股票价格指数的波动是否具有周期性,并基于时间序列的谱分析方法,采用应用统计软件SPSS13．0和Eviews3．1对本地证券市场的市场指数进行了分析,得到了上证综指的谱密度与频率和上证指数的周期数据。
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| 关 键 词： | 股票价格指数 股指波动 谱分析 |
| 文章编号： | 1673-2219（2007）09-0022-03 |
| 修稿时间： | 2006-02-23 |
A Empirical Analysis of Cycle about Fluctuation of Stock Index |
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| ZHANG Di-fang.A Empirical Analysis of Cycle about Fluctuation of Stock Index[J].Journal of Hunan University of Science and Engineering,2007,28(9):22-24. |
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| Authors: | ZHANG Di-fang |
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| Institution: | Hunan University of Science and Engineering, Yongzhou Hunan 425100, China |
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| Abstract: | The thesis discussed whether there is any cycle about the fluctuation of stock index in Chinese securities market and how to survey it.The stock index in Yong Zhou securities market were analysed based on the methods of spectral in time series and the statistical software "SPSS 13.0" and "Eviews 3.1".The spectral density and frequency of stock index and the cycle data in stock index were obtained. |
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| Keywords: | stock index fluctuation of stock index spectral analysis |
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