| 分形理论与金融波动 |
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| 引用本文： | 张友兰,张行军.分形理论与金融波动[J].河北省科学院学报,2003,20(4):193-195. |
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| 作者姓名： | 张友兰 张行军 |
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| 作者单位： | 1. 河北省应用数学研究所,石家庄,050081
2. 河北省职工医学院,保定,071000 |
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| 摘 要： | 主要介绍了分形理论、分形市场理论,以及它们研究的内容和方法。分析了分形市场理论和有效市场理论的差别、优缺点。介绍了R/S计算Hurst指数的方法和用途。最后指出分形市场理论结合我国国情今后研究的重点内容。
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| 关 键 词： | 金融时间序列 自相似性 分形维 分形市场理论 |
| 文章编号： | 1001-9383(2003)03-0193-03 |
| 修稿时间： | 2003年5月12日 |
Fractal theory and financial volatility |
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| ZHANG You-lan.Fractal theory and financial volatility[J].Journal of The Hebei Academy of Sciences,2003,20(4):193-195. |
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| Authors: | ZHANG You-lan |
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| Institution: | ZHANG You-lan~ |
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| Abstract: | This paper mainly introduced fractal karket theory and their research contents and method.The difference, merit and shortcoming between the fractal karket theory and effective karket theory have been analysed. A calculating Hurst index method and its use have been recommended. Finally the fractal karket theory combining our main research contents of natitions has been pointed out. |
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| Keywords: | Financial time series Self-similar Fractal dimension Fractal market theory |
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