财经理论与实践
財經理論與實踐
재경이론여실천
The Theory and Practice of Finance and Economics
2008年
3期
76~79
,共null页
股市收益率 尖峰 非对称性 Pearson第Ⅳ类 RS检验
股市收益率 尖峰 非對稱性 Pearson第Ⅳ類 RS檢驗
고시수익솔 첨봉 비대칭성 Pearson제Ⅳ류 RS검험
Stock returns; Excess kurtosis Asymmetry; Pearson type Ⅳ ; Rao score test
基于Pearson分布，运用一种新的检验方法RaoScore检验对股票市场19只个股进行实证研究的结果表明，H0：δ=0假设通常被拒绝，股票市场尖峰和非对称性普遍存在。
基于Pearson分佈，運用一種新的檢驗方法RaoScore檢驗對股票市場19隻箇股進行實證研究的結果錶明，H0：δ=0假設通常被拒絕，股票市場尖峰和非對稱性普遍存在。
기우Pearson분포，운용일충신적검험방법RaoScore검험대고표시장19지개고진행실증연구적결과표명，H0：δ=0가설통상피거절，고표시장첨봉화비대칭성보편존재。
In this paper, Pearson type Ⅳ Distribution and a new test method of Rao Score Test was applied to the nineteen stockes of stock market. The result of research showed that the stock market has these characteristics of excess kurtosis and asymmetry, because the hypothesis of H0 ：δ = 0 usually has been refused.
