Research on the Fractal Properties of China's Capital Market

机译：中国资本市场的分形特征研究

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Fractal theory becomes a frontier field of economic research and application.This paper introduced the properties of fractal time series and the calculations methods of Hurst Exponent.The author also applied R/S analysis for the analysis of China's capital market.Finally,the basic fractal theories regarding the capital market are summarized on the basis of positive analysis.

机译：分形理论成为经济研究和应用的前沿领域。本文介绍了分形时间序列的性质和Hurst指数的计算方法。在实证分析的基础上总结了有关资本市场的理论。

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《第三届产品创新管理国际会议（The 3rd International Conference on Product Innovation Management）论文集》|2008年||共5页
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作者
Liu Wei;
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原文格式 PDF
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中图分类
关键词
Capital market; Fractal theory; R/S analysis;

机译：资本市场;分形理论; R / S分析;

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专利

1. FRACTALITY EVIDENCE AND LONG-RANGE DEPENDENCE ON CAPITAL MARKETS: A HURST EXPONENT EVALUATION [J] . Oprean Camelia, Tanasescu Cristina Fractals: An interdisciplinary journal on the complex geometry of nature . 2014,第4期

机译：资本市场的分形证据和长距离依赖：一个指数评估
2. Multifractal property of Chinese stock market in the CSI 800 index based on MF-DFA approach [J] . Huijian Zhu, Weiguo Zhang Physica, A. Statistical mechanics and its applications . 2018,第期

机译：基于MF-DFA方法的CSI 800指数中的中国股票市场的多分型财产
3. NONLINEAR PROPERTIES, FRACTAL BEHAVIOR AND LONG-RANGE CORRELATION ANALYSIS OF THE CHINESE FUND MARKET [J] . WEIBING DENG, WEI LI, XU CAI International Journal of Modern Physics, C. Physics and Computers . 2010,第1期

机译：中国基金市场的非线性性质，分形行为和长程相关性分析
4. Research on the Fractal Properties of China's Capital Market [C] . Zihui Zang, Wenxue Cai 2007 international conference on wireless communications, networking and mobile computing . 2007

机译：中国资本市场的分形特征研究
5. Issues of market efficiency in the Chinese stock markets: I. Day-of-the-week effect, month-of-the-year effect and turn-of-the-month effect in China's stock markets. II. Are the two stock markets (Shanghai and Shenzhen) in China integrated or segmented? III. The effects of re-imposing a 10% price limit on the Chinese stock markets. [D] . Feng, Licheng. 1999

机译：中国股票市场的市场效率问题：I.中国股票市场的周日效应，月度效应和月度效应。二。中国的两个股票市场（上海和深圳）是整合还是细分？三，重新对中国股市施加10％的价格限制的影响。
6. Nonlinear relationship between money market rate and stock market liquidity in China: A multifractal analysis [O] . Yihong Sun, Xuemei Yuan, J E. Trinidad Segovia, 2021

机译：中国货币市场率与股票市场流动性的非线性关系：多重分析
7. China and Capitalism: If Market Capitalism Is Good for the West, Why Is Capitalism with Chinese Characteristics Bad? [O] . Gao, MCF 2005

机译：中国与资本主义：如果市场资本主义对西方有利，为什么具有中国特色的资本主义不好？

Research on the Fractal Properties of China's Capital Market

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