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- W2376853832 abstract "In this paper,the successive rises and falls of Shenzhen stock index returns are analyzed by survival analysis and change point theory.The distributions of the successive rises and falls of returns are fitted with Gamma distribution.The parameters change when the stock market change,and the two parameters properly reflect the changes of bull and bear market,also the fluctuations of the market.With the change point theory,we analyzed the change of the stock market,and draw some meaningful conclusions." @default.
- W2376853832 created "2016-06-24" @default.
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- W2376853832 date "2008-01-01" @default.
- W2376853832 modified "2023-09-24" @default.
- W2376853832 title "Study of Shenzhen Stock Index with Survival Analysis and Change Point Theory" @default.
- W2376853832 hasPublicationYear "2008" @default.
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