By applying the detrended fluctuation analysis (DFA), the logarithmic return series of Chinese stock markets was studied and their scaling properties were analyzed.

 
  • 摘要将消除趋势波动分析法(DFA)应用于我国沪深两市不同时间标度收盘指数的对数收益率序列,全面分析了我国股市的标度特性。
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