When we study stock market, we usually think that the model of stock price obeys Brownian movement, which log-return characterize normal distribution.

我们研究股票市场价格时，通常认为股票价格模型服从布朗运动，即对数收益率是正态分布的。

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But Statistics result of actual market indicate most log-return of stock disobey normal distribution.

然而对实际市场数据的经验统计结果表明，多数股票的对数收益率并不服从正态分布。

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