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本文从沪深300指数波动强度和周期性两个角度出发,对指数涨跌收益率生存特征和涨跌天数的生存特征做了全面的实证研究。结果表明生存分析的方法在对沪深300指数连涨连跌的研究中是有意义的。
Based on the fluctuation intensity and cyclicality of Shanghai and Shenzhen 300 Indexes, this paper makes a comprehensive empirical study on the survival characteristics of index returns and the number of days of fluctuation. The results show that the method of survival analysis is meaningful in the study of the continuous rise and fall of the CSI 300 Index.