罗盘图及股价增量时序的离散性研究  

Studies on Compass Rose and Discreteness in Time Series of Stock Price Increments

作　　者：马田[1] 桑宏伟[1] 王朔中[1] 

机构地区：[1]上海大学通信与信息工程学院,上海200072

出　　处：《上海大学学报（自然科学版）》2001年第3期273-277,共5页Journal of Shanghai University:Natural Science Edition

摘　　要：对股价序列的离散性研究能提供一些用于股市分析和预测的有用信息 .通过对罗盘图和股价增量离散时序图的分析 ,讨论它们与某些股票行为之间的联系 ,表明从图的形态可以估计股价波幅 ,并得到拆股、除息等事件的有关数据 .Studies on the discreteness of stock price series can provide useful information to aid market analysis and prediction. Based on the analyses of compass rose patterns and the time series of discrete stock price increments, their relationship with the market behavior of stocks is discussed. It is shown that the compass rose and the time series contain information about market volatility, stock price split, and dividend payment history.

关 键 词：罗盘图 股价增量时序 波幅 拆股 股息 股票 股市分析 股价序列 离散性 

分 类 号：F830.91[经济管理—金融学] F224.7