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.

       

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