In this paper, we get the R/S estimations of HURST dimension through computing the historical data of Hang Seng Index and Shanghai Index, and study the similarity of two indexes.

• 摘要本文通过对恒生指数和上证指数历史数据的处理，给出HURST维数的R/S估计，进而研究两个股票指数的相似性。