分析了现有的统一成分指数的缺陷;
运用DFA方法对上海综合指数和深圳成分指数三种形式的收益率进行长程相关性研究。
This paper researches the long-rang correlation properties of three forms' returns of Shanghai synthesis index and Shenzhen composition index by use of the method of DFA.
运用DFA方法对上海综合指数和深圳成分指数三种形式的收益率进行长程相关性研究。
This paper researches the long-rang correlation properties of three forms' returns of Shanghai synthesis index and Shenzhen composition index by use of the method of DFA.
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