股票收益率的尖峰厚尾分布解说.docVIP

股票收益率的尖峰厚尾分布 FAT TAIL DISTRIBUTION OF STOCK RETURNS 指 导 教 师： 申请学位级别： 学士 论文提交日期： 2014 年6 月 摘 要 在经济活动占主导地位的现代社会里，不管是各国的金融机构、监管当局还是社会各界都对收益率寄予了极大的关注。：；；； ABSTRACT In morden society where economic activity is predominant, whether the national financial institutions , regulatory authorities or the communities pay great attention to the rate of return. In a very long time people have assumed that the yield is normally distributed in its study of the rate of return, but the empirical distribution visualize that normal distribution is not a good fit yield to match distributed characteristic of ra