頁籤選單縮合
題 名 | Statistical Properties of Taiwan Stock Index |
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作 者 | Hung, Chia-hsiang; Liaw, Sy-sang; | 書刊名 | Chinese Journal of Physics |
卷 期 | 45:6(2) 2007.12[民96.12] |
頁 次 | 頁716-723 |
分類號 | 563.54 |
關鍵詞 | |
語 文 | 英文(English) |
英文摘要 | We study the variation of Taiwan stock market using the statistical methods developed recently by econophysicists. We found that the Taiwan market does have a fat tail as found in the markets of other countries, but it does not follow a power law as the others. The cumulative distribution of daily returns in Taiwan stock index can be fitted quite well using the log-normal distribution, and even better by a power law with an exponential cutoff. We believe that the distinct behavior of Taiwan market is mainly due to the protective measures taken by the government. |
本系統中英文摘要資訊取自各篇刊載內容。