股票市场价格时间序列的动力学分析  

Dynamic analysis about time series of stock market price

作　　者：王德河[1] 

机构地区：[1]北京航空航天大学经济管理学院

出　　处：《统计研究》2003年第11期62-64,共3页Statistical Research

摘　　要：This paper argued that the stock market should be considered as a complicated nonlinear system.The fluctuations of stock price are positive coherent.then there is persistence and trend in stock price movements.The author analyzed the time series of 180 index with R/S analysis method.The result confirmed the author’s ideas.This paper argued that the stock market should be considered as a complicated nonlinear system.The fluctuations of stock price are positive coherent.then there is persistence and trend in stock price movements.The author analyzed the time series of 180 index with R/S analysis method.The result confirmed the author's ideas.

关 键 词：股票市场 价格时间序列 R/S分析 HURST指数 非线性动力学 

分 类 号：F832.5[经济管理—金融学]