| 1. | This part mainly discusses the statistical distribution of the price and the returns rate , including random process and the returns rate model , gaussian process , measuring returns rate with discrete random process , white noise process , auto regression process , moving average process , auto regression moving average process , random walk , continuous random process , leptokurtic distribution , conditional mixed distribution , garch model and fractal distribution 在这一部分中,我们主要讨论价格和收益率的统计分布:随机过程和收益率模型、高斯过程、收益率计量中的离散随机过程、白噪声过程、自回归过程、移动平均过程、自回归移动平均过程、随机行走、连续随机过程、尖峰分布、条件混合分布、 garch模型以及分形分布。 |