| 中国股票市场非线性特征检验分析 |
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| 引用本文： | 李道叶. 中国股票市场非线性特征检验分析[J]. 特区经济, 2007, 225(10): 114-115 |
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| 作者姓名： | 李道叶 |
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| 作者单位： | 暨南大学,经济学院金融系,广东,广州,510632 |
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| 基金项目： | 暨南大学校科研和教改项目 |
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| 摘 要： | 本文突破了传统资本市场理论研究的线性框架,视股票市场为一非线性系统,运用R/S、BDS等非线性方法对沪深股票市场进行实证研究,得出了沪深两市的非线性特征,并探讨了这些实证结果对股票市场研究的理论与实践意义。
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| 关 键 词： | 股票市场 有效市场假定 非线性特征 |
China stock market non-linear characteristics inspection analysis |
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| Li Dao Ye. China stock market non-linear characteristics inspection analysis[J]. Special Zone Economy, 2007, 225(10): 114-115 |
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| Authors: | Li Dao Ye |
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| Abstract: | Transcending the linear model of traditional economic research and regarding securities market as a non - linear system, this paper gives a empirical analysis to the Shanghai and Shenzhen securities market by some non -linear theoreties, such as R/S analysis, BDS. We conclude some main non -linear features of Shanghai and Shenzhen securities market, then the theoretical significances and practical relevance of this conclusions has been discussed in the last sector. |
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| Keywords: | securities market effect market hypothesis non - linear feature |
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