Stock Volatility Analysis on the China Stock Market
碩士 === 南華大學 === 財務管理研究所 === 90 === Abstract This study examines the chaos and volatility of China daily stock indexes, including Shanghai and Shenzhen A and B Stock Markets. Three techniques i.e. BDS Test, Rescale Range Analysis, Correlation Dimension Analysis are applied to detect chaoti...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2002
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| Online Access: | http://ndltd.ncl.edu.tw/handle/11632902834929091221 |