[1]都国雄.股票市场普适性规律的分析与研究[J].南京师大学报(自然科学版),2012,35(04):41-47.
 Du Guoxiong.Analyses and Researches of the Universality in Stock Markets[J].Journal of Nanjing Normal University(Natural Science Edition),2012,35(04):41-47.
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股票市场普适性规律的分析与研究()
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《南京师大学报(自然科学版)》[ISSN:1001-4616/CN:32-1239/N]

卷:
第35卷
期数:
2012年04期
页码:
41-47
栏目:
物理学
出版日期:
2012-12-20

文章信息/Info

Title:
Analyses and Researches of the Universality in Stock Markets
作者:
都国雄;
南京铁道职业技术学院,江苏南京210031
Author(s):
Du Guoxiong
Nanjing Institute of Railway Technology,Nanjing,210031
关键词:
经济物理学股票市场普适性分析研究
Keywords:
econophysics stock marketsuniversality analyses researches
分类号:
F830.91;F224
摘要:
分析了国内外许多学者近年来对不同国家或地区股票市场波动规律的研究,提出了股票市场存在普适性,并论述了普适性在收益的概率分布、波动率的变化规律和收益的多重分形分布中的存在,为进一步研究股票市场波动的动力学规律提供了依据.
Abstract:
After having compared and analyzed research achievements on the fluctuations of different stock markets made by scholars from different countries, this paper believes that the stock markets do have universality, not only in the probability distribution of returns, but also in the volatility fluctuation and the multifractal distribution of returns. This result is very helpful and provides the framework for further studies on the dynamic mechanism of the fluctuation of stock markets.

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相似文献/References:

[1]都国雄,等.基于DFA的我国股票市场标度特性研究[J].南京师大学报(自然科学版),2007,30(03):48.
 Du Guoxiong,Ning Xuanxi,Hu Yongsheng.Researches on Scaling Properties of Chinese Stock Markets With DFA[J].Journal of Nanjing Normal University(Natural Science Edition),2007,30(04):48.

备注/Memo

备注/Memo:
基金项目: 江苏省教育厅“青蓝工程”项目.通讯联系人: 都国雄,教授,研究方向: 金融物理学. E-mail: ntydugx@ sina. com
更新日期/Last Update: 2013-03-11