Research on the Fractal Properties of Chinas Capital Market

摘要：

In the past two decades, fractal theory, one of the scientific branches of the nonlinear study, thus has become frontier field of economics research and application. The paper here has reviewed the fundamental properties of fractal time series and the calculations of Hurst Exponent, described the general methods used to calculate the Hurst Exponent of time series. The R/S analysis has also been applied to analyze the fractal properties of Chinas capital market. Finally, the basic fractal theories regarding the capital market are summarized on the basis of positive analysis.

关键词： Time series Hurst Exponent positive analysis

作者: Wei Liu Hao Hu

作者单位: School of Management Huazhong University of science and technology Wuhan, 430074, P.R.China

会议类型: 国际会议

会议名称: 第三届IEEE无线通讯、网络技术暨移动计算国际会议

会议地点: 上海

会议语种:英文

在线出版日期: 2007-09-21（万方平台首次上网日期，不代表论文的发表时间）