统计研究 ›› 2003, Vol. 20 ›› Issue (11): 62-3.

• 论文 • 上一篇    

股票市场价格时间序列的动力学分析

王德河   

  1. 北京航空航天大学
  • 收稿日期:1900-01-01 修回日期:1900-01-01 出版日期:2003-11-15 发布日期:2003-11-15

  • Received:1900-01-01 Revised:1900-01-01 Online:2003-11-15 Published:2003-11-15

Abstract: This paper argued that the stock market should be considered as a complicated nonlinear system. The fluctuations of stock price are positive coherent, then there is persistence and trend in stock price movements. The author analyzed the time series of 180 index with R/S analysis method. The result confirmed the author‘s ideas.