This indicates that the series of prices of Yangtze River electric power stock is a fractal time series and presents obvious long memory.
这表明长江电力股票价格序列是一个分形时间序列,呈现明显的长记忆性特征。
We use rescaled range analysis to demonstrate that there are self-similarity, long memory and sensitive to initial value in the time series of Chinese stock returns.
论文用重标极差分析方法证明了中国股票收益波动的自相似性,长期记忆性和初始条件敏感性。
We use rescaled range analysis to demonstrate that there are self-similarity, long memory and sensitive to initial value in the time series of Chinese stock returns.
论文用重标极差分析方法证明了中国股票收益波动的自相似性,长期记忆性和初始条件敏感性。
应用推荐