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WANG Shu-yu, TIAN Hua. Empirical Research on the Multifractal Behavior in China Security MarketJ. Journal of Beijing Institute of Technology (Social Sciences Edition), 2006, (2): 71-73.
Citation: WANG Shu-yu, TIAN Hua. Empirical Research on the Multifractal Behavior in China Security MarketJ. Journal of Beijing Institute of Technology (Social Sciences Edition), 2006, (2): 71-73.
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Empirical Research on the Multifractal Behavior in China Security Market

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  • In this paper, a qth-order moment structure partition function is used to analyze the Shenzhen stock market. The result shows the multifractal property of the Chinese stock market. A conclusion that the multifractal property is weak is drawn by calculating the multifractal spectrum in statistical physics.
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