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。
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.
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