Title: Analysis on China's Capital Market Form through Hurst Exponent
Abstract: Fractal theory becomes a frontier field of economic research and application. This paper introduced the properties of fractal time series and the calculations methods of Hurst exponent. The author also applied R/S analysis for the analysis of China's capital market. Finally, the basic fractal theories regarding the capital market are summarized on the basis of positive analysis.
Publication Year: 2008
Publication Date: 2008-01-01
Language: en
Type: article
Indexed In: ['crossref']
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