| 中国白银期货市场的多重分形特征研究 |
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| 引用本文： | 李亚兰. 中国白银期货市场的多重分形特征研究[J]. 铜陵财经专科学校学报, 2014, 0(1): 38-41 |
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| 作者姓名： | 李亚兰 |
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| 作者单位： | 南京财经大学,江苏 南京210023 |
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| 基金项目： | 南京财经大学研究生创新研究项目. |
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| 摘 要： | 运用多重分形分析法研究中国白银期货合约收盘价的收益率序列的波动复杂性。证实了该收益率序列具有多重分形特征,市场价格波动不稳定,并对白银期货收盘价的短期走势进行了一定的预测。
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| 关 键 词： | 白银期货市场 价格序列 多重分形分析 |
Research on Multifractal Features of the Silver Futures Market in China |
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| Li Ya-lan. Research on Multifractal Features of the Silver Futures Market in China[J]. , 2014, 0(1): 38-41 |
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| Authors: | Li Ya-lan |
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| Affiliation: | Li Ya-lan (Nanjing University of Finance and Economics, Nanjing Jiangsu 210023 ,China) |
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| Abstract: | Investigating the fluctuation complexity of the silver futures contract＆#39;s closing prices in China＆#39;s futures market, It is con-firmed that the closing prices sequence of the silver futures has the multifractal features, and the fluctuations of prices in this market are not stable. Furthermore, a short-term prediction to the silver futures prices is also made. |
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| Keywords: | the silver futures market price series multifractal analysis |
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