统计学在证券市场中的应用 毕业论文.doc

I毕业论文统计学在证券市场中的应用 II 摘要统计学在证券市场中的应用极其广泛,本文主要介绍统计学在证券市场中应用的现状,以及股票价格指数和证券投资组合风险的度量。本文首先对证券市场中统计学的现状进行了大致的描述,统计学的应用已经成了证券市场现在乃至未来发展的趋势,组合理论和技术分析所运用的统计工具在证券市场中逐渐被认同。然后介绍了统计学在证券市场中两个最基本的应用: 股票价格指数和投资组合风险的度量,股票价格指数包括股价指数的一些常见概念和常用公式,其中还涉及到了股价指数的编制过程。投资组合风险涉及到了单一证券投资和投资组合风险的度量,在投资组合中,分别要分析两种投资证券的相关性和风险。最后介绍国内上证指数编制过程和沪深 300 股的模型实证分析的研究,其中包含上证指数的计算和修正方法,以及沪深 300 股中的 50只股票与沪深 300 的相关性,及其投资风险。本文的重点在于上证指数计算和修正方法的探究,针对上证市场可能出现的各种修正情况进行了详细的分析,还包括了对沪深 300 股中投资组合与整体的相关性以及收益和风险比较,其中包含了证券市场中的数据的各种统计方法。关键词: 统计学证券市场期货市场股价指数投资风险 II Abstract The application of statistics in the securities market is very wide, in this paper i will mainly introduce the status of the application of statistics in the securities market, stock price index and the measurement of securities portfolio risk . Firstly this paper descriptions the securities market statistics of the current situation, the application of statistics has e the trend of securities market now and even future development, Statistical tools used binatorial theory and Technical analysis are agree with people in the securities market little by little . And then I introduce two basic applications of the statistics in the securities market, stock price index and the measurement of securities portfolio risk ,In the stock price index, it includes stock index of mon concepts mon formula, which also involves the share price index of the editing process. Portfolio risk involves the risk measurement of the investment ofa single securities and portfolio , which refers to the analysis of two kinds of investment securities correlation and risk. Finally,I introduces domestic establishment and the Shanghai index csi 300 strands of model of the empirical analysis, including the calculation of the Shanghai index and the Modification method, which involves the csi 300 strands 50 stocks csi 300 and the correlation, and the investment risk. This paper focused on the exploration of Shanghai index calculation and correction method, It analysis all sorts of fix