The paper suggests clustering the return series of industrial indexes stage by stage to explore the relations among industries and their evolution course.
文章提出对行业指数收益率序列分阶段进行聚类分析的动态分析方法，以考察行业间的相互关系及其演化过程。
The results show that the GARCH model can be a good fit to the weekly return series of Shenzhen Stock Index.
结果表明，深证成指周收益率序列的波动性可以用GARCH模型进行很好的拟合。
The Lagrange multiplier (LM) test verifies that the return series of shanghai stock markets is an ARCH process.
通过拉格朗日检验（LM），发现上海股市的日收益率服从ARCH过程。
Risk can be defined as the difference of the real and forecasted result from the point of predictability, and can be measured by the noise of return series.
从可预测性的角度将风险定义为实际与预测结果的偏差，并利用收益序列的噪声对其进行度量。
The return series of New York oil futures market is analyzed based on multifractal detrended fluctuation analysis (MF-DFA) method, through which the obvious multifractal behavior has been found.
利用多重分形消除趋势分析法(MF -DFA)对纽约原油期货日收益率时间序列进行分析，发现纽约原油期货市场具有明显的多重分形特征。
The return series of New York oil futures market is analyzed based on multifractal detrended fluctuation analysis (MF-DFA) method, through which the obvious multifractal behavior has been found.
利用多重分形消除趋势分析法(MF -DFA)对纽约原油期货日收益率时间序列进行分析，发现纽约原油期货市场具有明显的多重分形特征。
应用推荐