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投稿时间：2008-05-09
投稿时间：2008-05-09
中文摘要: 从理论角度讨论了一类技术指标的性质,即在假定股票价格遵从几何布朗运动的条件下,这类技术指标具有严平稳性和m步相依性,且其部分和序列是渐进正态的.
Abstract:On the hypothesis that stock prices behave as the geometric Brownian motion, it is proved that a category of securities technical indexes are strickly stationary and m-dependent, and their partial sum series are asymptotically normal.
文章编号：20090125 中图分类号： 文献标志码：
基金项目:
| 作者 | 单位 |
| 朱威 | 上海电力学院 数理系, 上海 200090 |
| Author Name | Affiliation |
| ZHU Wei | Dept.of Mathematics & Physics, Shanghai University of Electric Power, Shanghai 201300, China |
引用文本：
朱威.一类证券技术指标的随机性质[J].上海电力大学学报,2009,25(1):98-100.
ZHU Wei.The Stochastic Property of a Category of Securities Technical Index[J].Journal of Shanghai University of Electric Power,2009,25(1):98-100.
朱威.一类证券技术指标的随机性质[J].上海电力大学学报,2009,25(1):98-100.
ZHU Wei.The Stochastic Property of a Category of Securities Technical Index[J].Journal of Shanghai University of Electric Power,2009,25(1):98-100.