我國股票市場rs分析-資料下載頁
2025-06-29 13:51本頁面
【正文】 ki Katsuragi, Evidence of Multi affinity in the Japanese Stock market [J],Physica A，2000，278 The R/S Analysis of Our country’s Stock Market Wang hongmei Xie xihaiAbstract：Either the volatility of stock market demonstrate a truly random walk，or follow a partial random walk or fractal Brownian motion? It’s a hot debate in academia. In early 1950s, Hurst start a new method to study the above process with R/S analysis, in 1972, Mandelbrot studied the American security market with R/S analysis method for the first time, he applied this method to study the behavior of stock return .In this article, we will apply this method to our country’s stock market, in order to find out the exchange rule of stock return. The result show that our country’s stock follow a partial random walk, prices are not fully reflected in the information promptly , Returns showed persistence, today39。s stock prices may affect the future price. Key: stock market fractal R/S analysis
法律信息相關(guān)推薦
鄂ICP備17016276號-1