| 基于联合多重分形的股市量价关系分析 |
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| 引用本文： | 郑婷婷,张程程,王星.基于联合多重分形的股市量价关系分析[J].系统工程,2009(12). |
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| 作者姓名： | 郑婷婷 张程程 王星 |
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| 作者单位： | 安徽大学数学科学学院; |
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| 基金项目： | 安徽省高等学校省级自然科学研究项目(KJ2007B239); 安徽大学人才队伍建设项目; 安徽大学创新实验室学生创新项目 |
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| 摘 要： | 证券市场的量与价之间的关系一直是金融领域研究的热点问题。利用多重分形与联合多重分形分析中国及世界各主要股市的成交量与价格之间的关系,说明不同股指下的量价规律并不具有一致性,有些股指可能量高价也高,有些股指可能量低价也低。无论成交量如何变化,相对来说,亚洲股市价格波动更剧烈些。
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| 关 键 词： | 多重分形 联合多重分形 量价关系 |
Analysis of Stock Price-volume Relationship Analysis Based on Joint Multifractal |
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| ZHENG Ting-ting,ZHANG Cheng-cheng,WANG Xing.Analysis of Stock Price-volume Relationship Analysis Based on Joint Multifractal[J].Systems Engineering,2009(12). |
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| Authors: | ZHENG Ting-ting ZHANG Cheng-cheng WANG Xing |
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| Institution: | ZHENG Ting-ting,ZHANG Cheng-cheng,WANG Xing(School of Mathematical Sciences,Anhui University,Hefei 230039,China) |
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| Abstract: | The relationship of stock price-volume is an issue in finance research field.This paper has analyzed the price-volume relationship in kinds of important stocks in China and the World.It shows price-volume rules do not have consistency in different stocks.Some stocks may have high volume with high price while others may have low volume with low price.Regardless of changes in volume,relatively speaking,the price fluctuation of Aisan stocks is more volatile. |
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| Keywords: | Multifractal Joint Multifractal Price-volume Relationship |
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