So this paper selects Rescaled Range (R/S) Analysis which not only analyses normal distribution series but also analyses non-normal distribution series.
因此,本文选择了R/S分析法,它不仅能对正态分布序列进行分析,还能对非正态分布序列进行分析。
We use rescaled range analysis to demonstrate that there are self-similarity, long memory and sensitive to initial value in the time series of Chinese stock returns.
论文用重标极差分析方法证明了中国股票收益波动的自相似性,长期记忆性和初始条件敏感性。
We use rescaled range analysis to demonstrate that there are self-similarity, long memory and sensitive to initial value in the time series of Chinese stock returns.
论文用重标极差分析方法证明了中国股票收益波动的自相似性,长期记忆性和初始条件敏感性。
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