应用数学2009，Vol.22Issue(1)：65-71,7.
利用连续渗流理论构造股市指标波动模型及其讨论
Construction of Stock Index Fluctuation Model by Continuum Percolation and It's Discussion
摘要
Abstract
We introduce the continuum percolation theory to construct a stock market index fluctuation model,so that the characteristic function of this index converges to Levy process.Under this construction,the "fat-tail" phenomenon can be shown clearly too.关键词
连续渗流/Levy过程/股票市场指数/"宽尾"现象Key words
Continuum percolation/Levy process/Stock market index/Fat-tail phenomenon分类
数理科学引用本文复制引用
王宁,王军,董广华..利用连续渗流理论构造股市指标波动模型及其讨论[J].应用数学,2009,22(1):65-71,7.基金项目
Supported in part by the Science Research and Developing Foundation of Tianjin University of Finance and Economics(Q0611) （Q0611）
