PDF
Cite
Share

facebook

twitter

google

linkedin

Volume 16 Issue 2

Apr. 2003

Turn off MathJax

Article Contents

Journal of Southwest Jiaotong University > 2003 > 16(2): 212-214.

SHUJian-ping, TAN De-qing, WUJiong. Fractal Structure of China Stock Market[J]. Journal of Southwest Jiaotong University, 2003, 16(2): 212-214.

Citation:

SHUJian-ping, TAN De-qing, WUJiong. Fractal Structure of China Stock Market[J]. Journal of Southwest Jiaotong University, 2003, 16(2): 212-214.

SHUJian-ping, TAN De-qing, WUJiong. Fractal Structure of China Stock Market[J]. Journal of Southwest Jiaotong University, 2003, 16(2): 212-214.

Citation:

SHUJian-ping, TAN De-qing, WUJiong. Fractal Structure of China Stock Market[J]. Journal of Southwest Jiaotong University, 2003, 16(2): 212-214.

Fractal Structure of China Stock Market

Publish Date: 25 Apr 2003

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
- stock market,
- fractal market hypothesis,
- rescaled range analysis,
- generalized dimensions,
- self-similar dimension,
- Cantor set

References

Relative Articles

Cited By

Proportional views

Proportional views

通讯作者: 陈斌, bchen63@163.com

1.
沈阳化工大学材料科学与工程学院沈阳 110142

Get Citation

PDF

XML

Article views(1242) PDF downloads(107)

Proportional views

Related

/

DownLoad: Full-Size Img PowerPoint