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[1]
Fractal market analysis: Applying chaos theory to investment and economics. Peters E. . 1994
股票价格分形特征的实证研究:修正R/S分析
被引：17
作者：
陈梦根
机构：
[1] 东北财经大学统计系
来源：
关键词：
股票收益;
分形;
长程相关;
修正R/S分析;
D O I：
10.19343/j.cnki.11-1302/c.2003.04.012
中图分类号：
F830.9 [金融市场];
学科分类号：
摘要：
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.
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页码：57 / 61
页数：5
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