Research of Impact of Financial Crisis on China's Stock Market base on Hurst Index

机译：基于赫斯特指数的金融危机对中国股市的影响研究

获取原文

获取原文并翻译 | 示例

页面导航

摘要
著录项
相似文献
相关主题

摘要

In this paper we use R/S method to analyze the rate of return for a few days before and after the financial crisis,watch the fractal structure before and after the financial crisis by compute the Hurst index.The results show that both before and after financial crisis the H value are big than 0.5,the stock market exist fractal structure.But after the financial crisis the daily return has a weaker persistence and a bigger risk,it is to say financial crisis has a notable affect to the stock market.

机译：本文采用R / S方法对金融危机前后几天的收益率进行分析，通过计算Hurst指数来观察金融危机前后的分形结构。金融危机H值大于0.5时，股票市场存在分形结构。但是，金融危机后的日收益率持续性较弱，风险较大，这意味着金融危机对股票市场的影响显着。

著录项

来源
《2012 IEEE 5th International conference on management engineering amp; technology of statistics》|2012年|12-15|共4页
会议地点 Qingdao(CN)
作者
LI Shuangcheng; Cui Xia;
展开▼
作者单位

mathematics and statistics college Hebei university of economics and business Hebei Shijiazhuang;

mathematics and statistics college Hebei university of economics and business Hebei Shijiazhuang;

展开▼
会议组织
原文格式 PDF
正文语种 eng
中图分类统计学;
关键词
Hurst index; R/S analysis; financial crisis;

机译：赫斯特指数； R / S分析；金融危机;

相似文献

外文文献
中文文献
专利

1. The impact of own-country, USA and China's economic policy uncertainty on stock market returns: evidence from war, epidemic and financial crisis periods [J] . Hassen Guenichi, Hamdi Khalfaoui, Néjib Chouaibi International Journal of Sustainable Economy . 2021,第2期

机译：全国，美国和中国经济政策不确定性对股票市场的影响：来自战争，流行病和金融危机期的证据
2. Dependence Structure between China's Stock Market and Other Major Stock Markets before and after the 2008 Financial Crisis [J] . Ji Hao, Wang Hao, Xu Jia, Emerging Markets Finance & Trade . 2020,第10a12期

机译：中国股市与2008年金融危机前后其他主要股市之间的依赖结构
3. Stock Market Linkages Before and After the Asian Financial Crisis: Evidence from Three Greater China Economic Area Stock Markets and the US [J] . Hwahsin Cheng, John L. Glascock Review of Pacific Basin financial markets and policies . 2006,第2期

机译：亚洲金融危机前后的股市联系：来自三个大中国经济区的股市和美国的证据
4. Research of Impact of Financial Crisis on China's Stock Market base on Hurst Index [C] . LI Shuangcheng, Cui Xia IEEE International conference on management engineering technology of statistics . 2012

机译：金融危机对中国股市基地对赫斯特指数的影响研究
5. Analysis of the financial liberalization, Asian financial crisis, and the stock market in Taiwan: Evidence with an EGARCH model (China). [D] . Chang, Ching-Chih. 2004

机译：金融自由化，亚洲金融危机和台湾股市分析：采用EGARCH模型的证据（中国）。
6. A heterogeneous artificial stock market model can benefit people against another financial crisis [O] . Haijun Yang, Shuheng Chen 2012

机译：异构人工股票市场模型可以使人们受益于另一场金融危机

Research of Impact of Financial Crisis on China's Stock Market base on Hurst Index

摘要

著录项

相似文献

相关主题

期刊订阅