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中国股市波动的周期性研究 被引量:20

Research on China's stock market cycle
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摘要 This paper first gives out the definition and characteristics of stock market cycle,then analyzes the existence of China’s stock market cycle.After briefly introducing the direct measuring method and remaining method which are used to research the market cycle,it illustrates in detail the principle,analysis process and research results of the spectrum analysis method.In the end,it explains the great significance of the research on stock market cycle in investment management. This paper first gives out the definition and characteristics of stock market cycle,then analyzes the existence of China's stock market cycle.After briefly introducing the direct measuring method and remaining method which are used to research the market cycle,it illustrates in detail the principle,analysis process and research results of the spectrum analysis method.In the end,it explains the great significance of the research on stock market cycle in investment management.
出处 《统计研究》 CSSCI 北大核心 2003年第11期9-14,共6页 Statistical Research
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