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WANG Yu-ling, MA Jun-hai, WANG Jing. Empirical Research on Fractal Characteristics in Chinese Stock MarketsJ. Journal of Beijing Institute of Technology (Social Sciences Edition), 2010, (2): 65-67.
Citation: WANG Yu-ling, MA Jun-hai, WANG Jing. Empirical Research on Fractal Characteristics in Chinese Stock MarketsJ. Journal of Beijing Institute of Technology (Social Sciences Edition), 2010, (2): 65-67.
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Empirical Research on Fractal Characteristics in Chinese Stock Markets

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  • A empirical research on Shanghai and Shenzhen stock markets is given by applying STABLE software.The results show that Chinese stock markets have obvious fractal characteristics of narrow peaks and fat tail. The fractal distribution is much better than the normal distribution in dealing with this problem, with significant bearings for portfolio research.
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