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基于分形RS技术的中国股市非规则周期性研究

2006-02-15分类号:F832.5

【作者】夏南新  
【部门】中国数量经济学会  
【摘要】It is unnecessary that Fractal Rescaled Range regarded as the non-parameter statistical method assumes the distributional characteristics beforehand,which analysis consequences have powerful stability.The Hurst exponent and Peters's Vn Statistic are computed by compiling R/S program with Matlab 70 software package in order to determine the statistical cyclical length,i.e.,the period-span of long-memory.Knee position,periodical point position,is like the terminal place of sensitive dependence of initial conditional value in chaos phenomenon.
【关键词】RS  分形  非规则周期性
【基金】
【所属期刊栏目】统计研究
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