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中国股市运行的分形特征实证解析

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摘要 在分形分布的基础上,对中国2006—2008年来的上证指数日收益率数据进行了分形分布的参数拟合估计,估计结果表明,上证指数收益率呈现明显的尖峰厚尾的特征。就上述现象进行详细的分析,有助于对中国股市泡沫形成的内在机理和规律获得一个更直观更贴近现实的认识。
作者 钟春仿
出处 《经济研究导刊》 2009年第16期72-73,共2页 Economic Research Guide
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