提出采用广义双曲线分布来拟合收益率序列。
This paper USES the generalized hyperbolic distribution to model returns.
汇率收益率序列不符合随机游走，具有反持续的分形结构。
The exchange rate series after the reform manifests the fractal distribution of anti-continuity instead of random walk.
同时检验了收益率序列的随机性，检验结果说明沪深股票市场基本达到弱式有效。
We also verified stochastic feature of return time series, from results we see that Chinese stock market is weak form efficient.
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