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海峡两岸叁地股票市场的比较切磋-金融学专业逝
时间:2019-02-13 09:13 来源:[db:来源] 作者:[db:作者] 点击:

  ABSTRACT

  Based on the macro-comparasion of the four stock markets on the both sides of

  Taiwan Straits, we studied the micro-structure of the four markets by fractal analysis.

  We used the statistic methods to check the validity of the V/S methods, which

  was put forward by Cajueiro and Tabak recently. The test proved that V/S method is

  more effective than R/S method.

  First we used V/S method to calculate the strength of aperiodic cycle for the four

  markets, which are 302, 313, 186 and 324 trade days for Shanghai, Shenzhen,

  Hongkong and Taiwan respectively. Then we improved the methods to calculate the

  Hurst using the strength of aperiodic cycle and we got the Hurst values are 0.528846,

  0.540691, 0.4675675 and 0.509361 for Shanghai, Shenzhen, Hongkong and Taiwan

  respectively throught the improved method.

  Second we used the Multifractal Detrend Fractal Analysis and Multifractal

  Spectrum Analysis to study the four markets. The results were that the generalized

  Hurst index was decreasing while q was increasing and the scaled function was a

  non- linear function to q. All of those indicated the four markets had multifractal

  features. And we verified that Shanghai and Shenzhen markets had stronger

  multifractal features than the other two markets. All the multifractal spectrum figures

  of the four markets are left-hooked, and the width are 0.11349, 0.26855, 0.13189 and

  0.10443 for Shanghai, Shenzhen, Hongkong and Taiwan respectively.

  Last we established a new index FR to measure risk based on the former

  reasearch. The FR values of Shanghai, Shenzhen, Hongkong and Taiwan are 0.7833

  -4 -4 -4 -4

  ×10 , 2.6422 ×10 , -0.8808 ×10 an

  海峡两岸微佩字形切磋

  摘要

  海峡两岸近几什年的割裂,形成了两岸即兴行中国字字形的不符。海峡两

  岸即兴行中国字中差异较尖细的中国字宇形的切磋壹直是绵软绵软弱的吲i。适相遇父亲

  陆研制《规范中国字表》的机,我在带师林仲湘先生的指点下,重心研

  究两岸微佩字形的即兴状。微佩字形不单带拥有新陈旧字形的全片断,还带拥有

  新陈旧字形所不能带拥局部两岸宇形中拥有尖细差异的字形。

  论文比值先指出产了微佩字形切磋的必要性,并为微佩字形划定概念范

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