从基尼系数角度看金融数据的时间间隔波动
Fluctuations in time intervals of financial data from the view point of the Gini index
摘要:
我们提出了一种方法来解释金融市场数据的时间间隔波动的角度来看,基尼指数。我们显示了显式形式的基尼指数的威布尔分布,这是一个很好的候选人来描述第一次通过时间的外汇汇率。基尼系数的解析表达式与经验数据分析的结果非常接近。
英文摘要:
We propose an approach to explain fluctuations in time intervals of financial markets data from the view point of the Gini index. We show the explicit form of the Gini index for a Weibull distribution which is a good candidate to describe the first passage time of foreign exchange rate. The analytical expression of the Gini index gives a very close value with that of empirical data analysis.
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