本文采用稳定分布的性质对高频上证指数收益率的分布作了标度分析，求得特征指数为1。
We apply the character in the stable distribution to the Shanghai Stocks Exchange Composite index, using the scaling of fluctuations, and gain characteristic index, which is 1.
通过对上证指数的统计分析表明，上证指数的收益率分布表现出非正态性，并存在自回归条件异方差的特征。
According to statistical analysis on Shanghai stock index, the distribution of the rate of return is non-positive skewed, and there exists an autoregressive heteroskedasticity in the rate of return.
首先本文采用扩展迪克—富勒模型对我国上证指数进行了时间序列分析，结果表明指数的收益率是不可预测。
First this article used expands the Dick - fuller model the card index to carry on the time series analysis to our country in, finally indicated the index the returns ratio might not forecast.
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