【摘要】 最大李雅普诺夫指数和赫斯特指数分别是混沌和分形的重要指标,以深市和沪市的大盘日收盘价的对数收益率为研究对象,分别计算了深市和沪市的最大李雅普诺夫指数和赫斯特指数,验证了我国股市的混沌与分形的特性。更多还原

【Abstract】 The largest Lyapunov index and Hurst index are significant indices of chaos and fractal dimension respectively. This paper looked at the closing indices of Shenzhen and Shanghai securities market as a study object and calculated the largest Lyapunov index and Hurst index of the two securities markets. The characters of chaos and fractal dimension of China securities market were proved.更多还原