After original returns series are conducted by permuting and surrogate data, it is found that distributing character of returns is important source of multifractal spectrums.
对原始收益率序列进行置乱操作和替代数据处理，发现收益率序列的分布特征是多重分形谱产生的重要原因。
After original returns series are conducted by permuting and surrogate data, it is found that distributing character of returns is important source of multifractal spectrums.
对原始收益率序列进行置乱操作和替代数据处理，发现收益率序列的分布特征是多重分形谱产生的重要原因。
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