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中国股票市场的多重分形实证分析
Empirical Research on the Multifractal Behavior in China Security Market
【摘要】 本文运用q阶矩结构分割函数法对深圳证券市场进行了多重分形分析,结果表明中国股市存在多重分形特征;同时通过多重分形谱的统计物理计算,得出中国股市多重分形特征较弱的结论。
【Abstract】 In this paper, a qth-order moment structure partition function is used to analyze the Shenzhen stock market. The result shows the multifractal property of the Chinese stock market. A conclusion that the multifractal property is weak is drawn by calculating the multifractal spectrum in statistical physics.
【关键词】 深圳成分指数;
多重分形谱;
q阶矩结构分割函数;
【Key words】 Shenzhen component index; multifractal spectrum; qth-order moment structure partition function;
【Key words】 Shenzhen component index; multifractal spectrum; qth-order moment structure partition function;
- 【文献出处】 北京理工大学学报(社会科学版) ,Journal of Beijing Institute of Technology(Social Sciences Edition) , 编辑部邮箱 ,2006年02期
- 【分类号】F224
- 【被引频次】13
- 【下载频次】316