Firstly, Kolmogorov-Smirnov test method was used to test the normal distribution of indices, including DJI, S &P500, FTSE, N225, SSEC and SZCI, we find that the returns of these indices are not normal distribution.
英
美
- 本文首先利用Kolmogorov-Smirnov檢驗了道瓊斯工業(yè)平均指數、標準普爾500指數、倫敦金融時(shí)報指數、日經(jīng)225指數、上證綜合指數和深證成份指數的正態(tài)分布特性,發(fā)現這些指數的收益率波動(dòng)都不是正態(tài)分布的。
