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股票市场价格时间序列的动力学分析

2003-11-15分类号:F830.91

【作者】王德河
【部门】北京航空航天大学经济管理学院
【摘要】This paper argued that the stock market should be considered as a complicated nonlinear system.The fluctuations of stock price are positive coherent.then there is persistence and trend in stock price movements.The author analyzed the time series of 180 index with R/S analysis method.The result confirmed the author's ideas.
【关键词】股票价格  180指数  非线性  趋势  R/S分析法
【基金】
【所属期刊栏目】统计研究
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