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| 上证综指和深圳成指的可预测性分析 | |
| 引用本文： | 朱世华. 上证综指和深圳成指的可预测性分析[J]. 数学理论与应用, 2009, 0(2): 124-128 |
| 作者姓名： | 朱世华 |
| 作者单位： | 中南大学数学与计算技术学院,湖南长沙410083 |
| 摘 要： | 本文讨论了赫斯特指数的计算方法和R／S分析法在股市时间序列中的应用，表明了上证综指和深圳成指的可预测性。 |
| 关 键 词： | 赫斯特指数 R／S分析法 时间序列 |
The Analysis of Forecasting About the Shanghai Composite Index and the Shanzhen Component Index |
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| Zhu Shihua. The Analysis of Forecasting About the Shanghai Composite Index and the Shanzhen Component Index[J]. Mathematical Theory and Applications, 2009, 0(2): 124-128 | |
| Authors: | Zhu Shihua |
| Affiliation: | School of Mathematics and Computing Technology;Central South University;Changsha;410083 |
| Abstract: | This paper discusses the calculting method about the Hurst index and R/S analytical method.By using this method in time seriers,the result obtained in this paper indicates the Shanghai composite index and the Shanzhen component index is diving. |
| Keywords: | Hurst index R/S analytical method Time series |
| 本文献已被 CNKI 维普 等数据库收录！ | |