搜索结果: 1-1 共查到“管理学 fractal dimension”相关记录1条 . 查询时间(0.268 秒)
Estimating the Fractal Dimension of the S&P 500 Index using Wavelet Analysis
High-frequency data S&P 500 index long range dependence heavy tailed marginals fractional Brownian motion
2010/4/27
S&P 500 index data sampled at one-minute intervals over the course of 11.5 years (January
1989- May 2000) is analyzed, and in particular the Hurst parameter over segments of
stationarity (the time p...