基于偏尾分布的证券价格行为特征分析方法

在偏尾分布^2-3]的基础上,本文首次给出了证券价格行为指标、极限价格、均衡价格、重心价格等基本特征的概念及解析表达式,尤其是给出了极限价格和重心价格的计算方法,前者有助于判断价格运行趋势在不同显著水平下的反转位置,后者有助于判断市场当前的价格重心是否合乎理性。

Method of Analyzing the Behavior Properties of Stock Price Based on Partial Distribution

Based on partial distribution^2,3],this paper gives out the concepts and analytic expressions of the behavior indexes of security price,extreme limit price,balanced price,focus price for the first time,particularly gives out the calculating methods of extreme limit price and focus price,the former is beneficial to judging the reversal position of price movement trend under the different significance levels,the latter is beneficial to judging that the focus of current price of security market is reasonable or not.