基于分形RS技术的中国股市非规则周期性研究

The Analysis of Irregular Periodicity of Stock Market in China Based on Fractal R/S Technique

It is unnecessary that Fractal Rescaled Range regarded as the non-parameter statistical method assumes the distributional characteristics beforehand,which analysis consequences have powerful stability.The Hurst exponent and Peters’s Vn Statistic are computed by compiling R/S program with Matlab 70 software package in order to determine the statistical cyclical length,i.e.,the period-span of long-memory.Knee position,periodical point position,is like the terminal place of sensitive dependence of initial conditional value in chaos phenomenon.

It is unnecessary that Fractal Rescaled Range regarded as the non-parameter statistical method assumes the distributional characteristics beforehand, which analysis consequences have powerful stability. The Hurst exponent and Peters＇s Vn Statistic are computed by compiling R/S program with Maflab 7.0 software package in order to determine the statistical cyclical length, i. e., the period-span of longmemory. Knee position, periodical point position, is like the terminal place of sensitive dependence of initial conditional value in chaos phenomenon.