本文關(guān)鍵詞：中國(guó)證券市場(chǎng)股票收益持久性的經(jīng)驗(yàn)分析，由筆耕文化傳播整理發(fā)布。

網(wǎng)友一文千金近日為您收集整理了關(guān)于中國(guó)證券市場(chǎng)股票收益持久性的經(jīng)驗(yàn)分析的文檔，希望對(duì)您的工作和學(xué)習(xí)有所幫助。以下是文檔介紹：,R?S,R?S,,R?S,R?S,,,,,R?S::shiyd@online.,Deimling()Campell,LoandMaekinlay();H()(EMH),,(),,,(Fama,;Heish,)(,;,;,),,EMHHurst()R?S(rescaledrangeanalysis),Hurst,,HurstR?SMandelbrot()R?S,(Peter,;HuangandYang,)R?S,R?S,,,,()R?SR?SHurst,:{xt},M,:? - Tsinghua Tongfang Optical Disc Co., Ltd. All rights reserved.Xt,N=ti=(xi-xN)()RN=Max{Xt,N}tN-Min{Xt,N}tN(),N,Xt,NN,xNN,RNN,N(M-)?,RNN(Feder,),HurstRN:RN?SN=(aN)H(),SNN,a,H,H(Mandelbrot,):()H=,()H<,()<H,H=,,,;H<,,,,,,,,;<H,,(),,()(Hurst,)H()H():ln(RN?SN)=HlnN+Hlna()RN?SNN,ln(RN?SN)lnNOLS,H,N(M-)?H,,:CN=(H-)-(N(H=);(H>);(H<)(ACF),,,(),(),,R?S,,R?S,,()St=ln(pt?pt-)()pt=t,St=tStAR()St:xt=St-(a+bSt)()abAR(),xtM{xt}AN,AN=M,Ia,a=,,,A;Iaxtxk,a,k=,,,NIa,():Xk,a=ki=(xi,a-ea),k=,,,N()eaIa{xk,a},Xk,aIa{xk,a}()Ia{xk,a}RIa:RIa=Max{Xk,a}kN-Min{Xk,a}kN()? - Tsinghua Tongfang Optical Disc Co., Ltd. All rights reserved.N(R?S)N:(R?S)N=AAa=(RIa?SIa)()SIaIa{xk,a}()()H,CM(),(R?S)N,E(R?S),VHurst,R?S,Peter(),,,VVlnN,,V(R?S)NN(H>),(V);(H=H<),;VN=(),N=,N(R?S)NH,,H=(),E(H)=R()F()DW()()(CM=%)H,,VVN=(),N=,N,(R?S)N,,H=(),E(H)=R()F()DW()()H,N>,(R?S)N,H=,H=(N=)N>,(R?S)N,H=,H=(Peters,),(N=)H,,R?S:H=H=,H(SpectralAnalysis),Peters()VE(R?S),Peters(),? - Tsinghua Tongfang Optical Disc Co., Ltd. All rights reserved.(R?S)NNlnNR?Sln(R?S)E(R?S)VV(R?S)E(R?S)........................................................................................................................................................................................................................,,,,,?Peter():,()? - Tsinghua Tongfang Optical Disc Co., Ltd. All rights reserved.(R?S)NLn(R?S)N()H(LnN)E(H)CMRFDWN-........(-.)(.)(.)[.][.][.]<N.......(.)(.)(.)[.][.][.]N-........(-.)(.)(.)[.][.][.]<N-.......(-.)(.)(.)[.][.][.]:t,,(EMH),,,R?S:,,,,,()(),,,:.E(R?S):E(R?S)N=(N-.)N(.PN)-.N-r=(N-r)?r.V:V(R?S)N=(R?S)N?N:[]H():,():,():,():,Campell,J.Y.,Lo,A.W.andMaekinlay,A.C.():TheEconometricsofFinancialMarkets,PrincetonUniversityPress,Princeton,NewJersay.Deimling,Klaus():NonlinearFunctionAnalysis,SpringVerlag.Fama,E.F.():EfficientCapitalMarkets:AReviewofTheoryandEmpiricalWork,JournalofFinance,XXV,No..Feder,J.():Fractals,NewYork,PlenumPress.Heish,D.A.():ChaosandNonlinearDynamics:ApplicationtoFinancialMarkets,TheJournalofFinance,Vol.,pp.-.Huang,B.andC.W.Yang():TheFractalStructureinMultinationalStockReturns,AppliedEconomicsLetters,,pp.-.Hurst,H.E.():LongtermStorageofReservoirs,TransactionsoftheAmericanSocietyofCivilEngineers,pp.-.Mandelbrot,B.B.():ycles:FromCovariancetoR?SAnalysis,AnnalsofEconomicandSocialMeasurement,,July.Peter,E.E.():FractalMarketAnalysis,JohnWiley&Sons,Inc..():R?SAnalysisUsingLogarithmicReturns:ATechnicalNote,FinancialAnalystsJournal,November?December.():FractalStructureintheCapitalMarkets,FinancialAnalystsJournal,July?August.(::)? - Tsinghua Tongfang Optical Disc Co., Ltd. All rights reserved.

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  本文關(guān)鍵詞：中國(guó)證券市場(chǎng)股票收益持久性的經(jīng)驗(yàn)分析，，由筆耕文化傳播整理發(fā)布。