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股票价格分形特征的实证研究:修正R/S分析
The Experimental Analysis of Multifractal Characteristics of Stock Prices——Revised R/S Analysis
【Abstract】 The paper analyzes the fractal structure of China stock markets.Unlike other studies using the classical R/S analysis,this study applies the modified R/S analysis method to analyze the stock return for the first time in China.The conclusion shows that though the stock markets have some symptoms of non normality,they haven’t long range dependence.
- 【文献出处】 统计研究 ,Statistical Research , 编辑部邮箱 ,2003年04期
- 【分类号】F830.9
- 【被引频次】53
- 【下载频次】553