This part mainly discusses the statistical distribution of the price and the returns rate , including random process and the returns rate model , gaussian process , measuring returns rate with discrete random process , white noise process , auto regression process , moving average process , auto regression moving average process , random walk , continuous random process , leptokurtic distribution , conditional mixed distribution , garch model and fractal distribution 在這一部分中,我們主要討論價(jià)格和收益率的統(tǒng)計(jì)分布:隨機(jī)過(guò)程和收益率模型、高斯過(guò)程、收益率計(jì)量中的離散隨機(jī)過(guò)程、白噪聲過(guò)程、自回歸過(guò)程、移動(dòng)平均過(guò)程、自回歸移動(dòng)平均過(guò)程、隨機(jī)行走、連續(xù)隨機(jī)過(guò)程、尖峰分布、條件混合分布、 garch模型以及分形分布。