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.

 
  • 摘要本文通過(guò)對恒生指數和上證指數歷史數據的處理,給出HURST維數的R/S估計,進(jìn)而研究?jì)蓚€(gè)股票指數的相似性。
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