The fractal research on several large stock market in China and western country

The fractal research on several large stock market in China and western country

The R/S method of the fractal theory was used in analysis the most influential stock markets in China ( Shanghai Composite Index-SSEC， the Shenzhen Composite Index-SZCI and Hang Seng Index-HSI in HongKong) and the most impact foreign stock markets ( the Dow Jones， the Nasdaq and the S＆P 500) in rece...

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Bibliographic Details
Main Authors: QU Bo, OU Rongjun, HE Hui, WANG Xiang, YAN Mengling
Format: Article
Language:English
Published: Academic Journals Center of Shanghai Normal University 2012-10-01
Series:Journal of Shanghai Normal University (Natural Sciences)
Subjects:
efficient market theory
hurst exponent; R/S analysis
volatility and correlation
normality test
Online Access:http://qktg.shnu.edu.cn/zrb/shsfqkszrb/ch/reader/create_pdf.aspx?file_no=201205003&year_id=2012&quarter_id=5&falg=1

Internet

http://qktg.shnu.edu.cn/zrb/shsfqkszrb/ch/reader/create_pdf.aspx?file_no=201205003&year_id=2012&quarter_id=5&falg=1

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