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- W2389902098 abstract "In this paper,the successive rises and talls of Shanghai stock index retums are analyzed by survival model.The distributions of the successive rises and falls of returns are fitted with Gamma distribution.By analyzing the survival functions,we demonstrate that the policy efect on the stock market,such asT+1and soaring deadline system,which is very different,can be distinctively presented by the different parameters in the Gamma distribution.And the relationship between the stock index and trade volume is also analyzed." @default.
- W2389902098 created "2016-06-24" @default.
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- W2389902098 date "2003-01-01" @default.
- W2389902098 modified "2023-09-25" @default.
- W2389902098 title "Study of Shanghai tock lndex and the polices effect with survival analysis" @default.
- W2389902098 hasPublicationYear "2003" @default.
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