%0 Journal Article
%T Financial risks of global main stock indexes before and after financial crisis: An empirical study based on t-distribution<br>金融危机前后世界主要股票指数的金融风险:基于t分布的实证研究
%A YAN Yan
%A ZHU Xiao-wu
%A XIONG Ai-min
%A LIQuan-bao
%A CHEN Xiao-song
%A <br>闫妍
%A 朱晓武
%A 熊爱民
%A 李权葆
%A 陈晓松
%J 系统工程理论与实践
%D 2011
%I 
%X This research selected 28 main stock indexes of the world as a sample,in which the year of 2004-2006 was viewed as stable period,and the year of 2007-2009 was viewed as crisis period.The probability density distributions of daily logarithmic returns were fitted with normal distribution curves and t-distribution curves,calculated with the number of freedom degrees v and scale parameter b.The Kolmogorov-Smirnov test shows that i-distribution fits the data better than normal distribution.The investigation show...
%K t-distribution
%K degrees of freedom
%K risk
%K financial crisis<br>t分布
%K 自由度
%K 风险
%K 金融危机
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=01BA20E8BA813E1908F3698710BBFEFEE816345F465FEBA5&cid=962324E222C1AC1D&jid=1D057D9E7CAD6BEE9FA97306E08E48D3&aid=128D5ABF53EBF982767E7516C5007B45&yid=9377ED8094509821&vid=4AD960B5AD2D111A&iid=94C357A881DFC066&sid=2EA35D7E5C9A6E66&eid=BCCCE1B88B87184D&journal_id=1000-6788&journal_name=系统工程理论与实践&referenced_num=0&reference_num=13