释义 |
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经济学 多标度分形 The result of research showed that the stock market returns serial has these characteristics: leptokurtic, fat tails, asymmetry and multifractality. 研究结果表明,股票市场收益序列不服从正态分布,具体表现出尖峰、厚尾、非对称、多标度分形等特征。
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Similar with the exit distance of turulence, we find it also exhibits multifractality property. 我们发现股票市场的溢出时间同样表现出了多重分形的性质。 - 2
With the method used in turbulence study to detect multifractality of exit distances, the filtered daily Dow Jones Industrial Average (DJIA) has been carefully analyzed. 借用湍流研究中用于探测溢出时间多重分形性质的研究方法,我们认真分析了道琼斯工业指数的相关性质。
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