| 中国股票交易价格离散性之研究——基于有序概率模型 |
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| 引用本文： | 戴丽娜.中国股票交易价格离散性之研究——基于有序概率模型[J].首都经济贸易大学学报,2007,9(4):113-117. |
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| 作者姓名： | 戴丽娜 |
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| 作者单位： | 郑州大学,商学院,河南,郑州,450001 |
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| 摘 要： | 离散性是股票交易价格的一个很重要的特征，很多针对交易价格序列建立的计量经济模型都忽略了它的这个特征。以中国证券市场的股票为样本建立有序概率模型，这个模型不但能够捕捉股票交易价格的离散性，还能够深入地探讨交易价格与其他经济变量之间的关系。
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| 关 键 词： | 离散性 有序概率模型 市场的微观结构 |
| 文章编号： | 1008-2700（2007）04-0113-05 |
| 修稿时间： | 2007-06-25 |
The Research on the Discreteness of China's Stock Business Price Based on the Ordered Probability Model |
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| DAI Li-na.The Research on the Discreteness of China''s Stock Business Price Based on the Ordered Probability Model[J].Journal of Capital University of Economics and Business,2007,9(4):113-117. |
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| Authors: | DAI Li-na |
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| Institution: | Zhengzhou University, Zhengzhou 450001, China |
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| Abstract: | Discreteness is a very important characteristic of the stocks business price,however many econo- metric models based on the business price sequence have all ignored this characteristic.In the paper we have estab- lished the ordered probability model with the stocks sample of China's securities.The model can not only catch the discreteness of the stocks business price,but also it is able to make us discuss the relation between the business price and other economy variables. |
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| Keywords: | discreteness the ordered probability model the microstructure of the market |
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