摘要
比较了有效市场假设与分形市场假设 ,也即比较了证券市场的线性与非线性的观点 ,同时还对沪深股指通过比较周收益率与日收益率的分布发现指数的分形特征。
Compare the Efficient Markets Hypothesis and Fractals Markets Hypothesis, indeed they are the different methods from the point of linear and nonlinear in securities markets. Compare the yield distributions of week indices and day indices of Shanghai and Shenzhen Stock Exchanges, find the fractals in Chinese securities market.
出处
《经济问题》
CSSCI
北大核心
2001年第8期44-46,共3页
On Economic Problems
