S/R Analysis with Computer Algebra
- Zongyan Xu
- Dongwei Huang
- Hongli Wang
Abstract
In this paper, Hurst exponent is applied to study Shenzhen Stock component (SSC), which shows that the market is an chaotic system and Hurst exponent is valuable in stock market. The program package presented can be used in calculating R/S.- Full Text:
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- DOI:10.5539/mas.v1n2p9
This work is licensed under a Creative Commons Attribution 4.0 License.
- ISSN(Print): 1913-1844
- ISSN(Online): 1913-1852
- Started: 2007
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