中国股票市场分形结构探索
Fractal Structure of China Stock Market
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摘要: 为充分认识投资活动的规律,采用上证综合指数对中国市场的价格行为进行了研究.结果表明中国市场 具有分形结构.此外,从广义维数和不同幅度收益率在时间轴上的标度行为两方面对中国市场分形的局部结构 进行研究的结果也显示了明显的多重分形特征.Abstract: To understand the essence of the market is the base of investment. In this paper, we used Shang Hai Stock Market Index to study the price behavior. The result indicate that China market has a fractal structure; furthermore, we study the part structure of China market fractal with general dimensions and the scaling behavior of different range return in time axis, the results show that China market has obvious multi-fractal characteristi
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