RETRACTED ARTICLE: Research on China stock return distribution based on aggregate transformation
- 信息技术－已发表论文 
Fitting an accurate distribution to stock return has drawn great attention for a long period. Many researches are done on the original stock return, while transformation idea is introduced into the proposed method in this paper. A new random variable is devised based on aggregate transformation which is performed by using separation in a series of time windows in stock return. The statistical characteristic of the variable is analyzed based on studies on China stock market. The experiment results show that the new random transformed variable is subject to Poisson distribution in 88% tests with different window length. Meanwhile, it is also subject to Normal distribution in a small number of tests with certain threshold of return setting. ? 2011 IEEE.