中国白银期货市场的多重分形特征研究  

Research on Multifractal Features of the Silver Futures Market in China

作　　者：李亚兰[1] 

机构地区：[1]南京财经大学,江苏南京210023

出　　处：《铜陵学院学报》2014年第1期38-41,共4页Journal of Tongling University

基　　金：南京财经大学研究生创新研究项目

摘　　要：运用多重分形分析法研究中国白银期货合约收盘价的收益率序列的波动复杂性。证实了该收益率序列具有多重分形特征,市场价格波动不稳定,并对白银期货收盘价的短期走势进行了一定的预测。Investigating the fluctuation complexity of the silver futures contract＆#39;s closing prices in China＆#39;s futures market, It is con-firmed that the closing prices sequence of the silver futures has the multifractal features, and the fluctuations of prices in this market are not stable. Furthermore, a short-term prediction to the silver futures prices is also made.

关 键 词：白银期货市场 价格序列 多重分形分析 

分 类 号：F830.93[经济管理—金融学]