Empirical Study on the Fractal Behavior of the Chinese Stock Markets by R/S Analysis: More Data

著录项

• 来源
  《2012 IEEE 5th International conference on management engineering amp; technology of statistics》|2012年|1-4|共4页
• 会议地点 Qingdao(CN)
• 作者

  Yan Zhang; Yang Li;

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• 作者单位

  Tianjin Key Laboratory of Soft Soil Characteristics and Engineering Envirronment Tianjin 300384,China;

  Civil Engineering School,Tianjin Institute of Urban Construction Tianjin 300384,China;

  China-Japan(Tianjin)Collaborative Research Center for the Rural Environment and Resource Tianjin 300384,China;

  Physics Division,Mechanic and Electronic Engineering Department,Tianjin Agricultural University Tianjin 300384,China;

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• 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 exponent; R/S analysis; fractal; stock; capital markets;

  机译：赫斯特指数； R / S分析；分形股票;资本市场;