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罗盘图及股价增量时序的离散性研究
Studies on Compass Rose and Discreteness in Time Series of Stock Price Increments
【摘要】 对股价序列的离散性研究能提供一些用于股市分析和预测的有用信息 .通过对罗盘图和股价增量离散时序图的分析 ,讨论它们与某些股票行为之间的联系 ,表明从图的形态可以估计股价波幅 ,并得到拆股、除息等事件的有关数据 .
【Abstract】 Studies on the discreteness of stock price series can provide useful information to aid market analysis and prediction. Based on the analyses of compass rose patterns and the time series of discrete stock price increments, their relationship with the market behavior of stocks is discussed. It is shown that the compass rose and the time series contain information about market volatility, stock price split, and dividend payment history.
【关键词】 罗盘图;
股价增量时序;
波幅;
拆股;
股息;
【Key words】 compass rose; time series of stock price increment; volatility; split; dividend;
【Key words】 compass rose; time series of stock price increment; volatility; split; dividend;
- 【文献出处】 上海大学学报(自然科学版) ,Journal of Shanghai University(Natural Science Edition) , 编辑部邮箱 ,2001年03期
- 【分类号】F830.91
- 【被引频次】2
- 【下载频次】46