统计研究 ›› 2006, Vol. 23 ›› Issue (2): 28-31.

• 论文 • 上一篇    下一篇

基于分形R/S技术的中国股市非规则周期性研究

夏南新   

  1. 中山大学
  • 收稿日期:1900-01-01 修回日期:1900-01-01 出版日期:2006-02-15 发布日期:2006-02-15

  • Received:1900-01-01 Revised:1900-01-01 Online:2006-02-15 Published:2006-02-15

Abstract: Abstract:It is unnecessary that Fractal Rescaled Range regarded as the non-parameter statistical method assumes the distributional characteristics beforehand, which analysis consequences have powerful stability. The Hurst exponent and Peters's Vn Statistic are computed by compiling R/S program with Maflab 7.0 software package in order to determine the statistical cyclical length, i. e., the period-span of longmemory. Knee position, periodical point position, is like the terminal place of sensitive dependence of initial conditional value in chaos phenomenon.