| 基于Fourier分析的中国股市波动周期研究 |
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| 引用本文： | 兰旺森,张所地. 基于Fourier分析的中国股市波动周期研究[J]. 数学的实践与认识, 2004, 34(9): 52-56 |
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| 作者姓名： | 兰旺森 张所地 |
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| 作者单位： | 1. 山西忻州师范学院数学系,山西,忻州,034000
2. 山西财经大学管理科学与工程学院,山西,太原,030006 |
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| 摘 要： | 通过对沪深两市波动周期的实证分析 ,揭示了中国股市的周期性波动特征 ,并对两市波动的周期性进行了对比 ,为进一步研究我国资本市场的波动提供了依据 .
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| 关 键 词： | Fourier分析 ADF检验 股市波动周期 |
| 修稿时间： | 2003-04-04 |
Research of Fluctuating Period Based Fourier Analysis on China Stock Market |
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| LAN Wang-shen ,ZHANG Shuo-di. Research of Fluctuating Period Based Fourier Analysis on China Stock Market[J]. Mathematics in Practice and Theory, 2004, 34(9): 52-56 |
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| Authors: | LAN Wang-shen ZHANG Shuo-di |
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| Affiliation: | LAN Wang-shen 1,ZHANG Shuo-di 2 |
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| Abstract: | This paper made a empirical analysis of fluctuating period on Shanghai and Shenzhen stock markets, and revealed the characteristics of volatility in China stock market. There was a contrast between two stock markets in periodicity. This paper further provided a evidence to the investigation of volatility on capital market in China. |
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| Keywords: | fourier analysis ADF test fluctuating period on stock market |
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