This paper gives a model of arbitrage model of stock with regression methods, and makes statistic analysis of Shanghai stock in 1996.The result is that price of a stock is linear with its return, current capital stock and bonus share.

  • 利用回归分析方法给定了一种股票定价模型,这种模型是APT模型的改造与实践,并结合沪市1996年数据,给出了模型的参数估计及检验。

  • 互联网摘选 2025-01-20 11:57:58

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