FMH and Its Application in Chinese Stock Market

被引：0
|
作者：
Wang, Yuling [1 ]
Wang, Juan [2 ]
Guo, Yanjun [1 ]
Wu, Xinjue [1 ]
Wang, Jing [3 ]
机构：
[1] Tianjin Univ Commerce, Sch Sci, Tianjin 300134, Peoples R China
[2] Beijing Inst Tracking & Telecommun Technol, Beijing 100094, Peoples R China
[3] Bengbu Univ, Dept Math, Bengbu 233030, Peoples R China
来源：
ADVANCED RESEARCH ON COMPUTER EDUCATION, SIMULATION AND MODELING, PT II | 2011年 / 176卷 / 02期
基金：
高等学校博士学科点专项科研基金;
关键词：
FMH; fractal distribution; stock returns; fat tail; PRICES;
D O I：
暂无
中图分类号：
TP39 [计算机的应用];
学科分类号：
081203 ; 0835 ;
摘要：
A demonstrative research in Chinese stock markets is given by stable software. The results show that the Chinese stock markets have obviously fractal characteristics. It is difficult to describe with efficient market hypothesis. On the contrary, the fractal market hypothesis can deal with this problem very well.
引用
收藏
页码：349 / +
页数：2
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