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Between 2000 and 2002, the Dow fell 38% and the Nasdaq Composite Index shed 78%.

在2000年至2002年,道琼斯指数回落了38%,纳斯达克综合指数更是暴跌了78%。

Finance complexity ; Hurst exponent ; R/S analysis ; nonperiodic cycle ; composite index

金融复杂性; Hurst指数; R/S分析;非周期循环;综合指数

The relationship of the stock price and the performance of the listed companies and some of the related problems are studied in this paper, using the method the time series analysis by selecting ROE and EPS as the indices of the performance of the listed companies, while the SHSE composite index and SZSE Comp. Subindex as the proxies of the stock price.

选取净资产收益率和每股收益指标代表上市公司的业绩,上海综合指数和深圳成份指数作为股票价格表征,运用时间序列分析方法,在对各序列特征进行全面分析的基础上,重点对股票价格与上市公司业绩两者之间的变动关系进行了研究。

The Shanghai Composite Index, which tracks all of the market's issues, fell 48% in the first half -- virtually the same as the 46% drop in a subindex called the 180 Financial Index.

涵盖上交所全部股票的上证综合指数今年上半年的跌幅为48%,同上证180金融股指数46%的跌幅基本相当。

Gome, one of the mainlands largest electronics retailers, was removed from the hang seng china enterprises index and hang seng composite/freefloat index series wednesday.

内地最大电器零售商之一国美电器已于24日被剔除出恒生中国企业指数和恒生流通综合指数

By using the Rescaling Range analysis(R/S analysis),we analyse the multi-fractal features in the system of Shanghai and Shenzhen Stock Market Composite Index.We estimate the Hurst exponents in the above mentioned system.

本文根据沪、深两市综合指数收益率的真实时间序列,通过应用重标极差分分析法分析了沪、深股市中存在的分形特征,并得到了两个市场的Hurst指数。

In this paper, the long-term dependence of stock market in China is investigated by using the modified rescaled range analysis and the rescaled variance analysis.

本文通过应用修正的R/S分析方法和V/S分析方法对上证综合指数和深证成分指数的日收益进行实证分析。

After explaining correlation theory and its important features, the rescaled range analysis、modified rescaled range analysis and detrended fluctuation analysis are analysed. As for the drawbacks produced by the rescaled range analysis when faced with short term correlation, a modified rescaled range analysis based on short term correlation model is applied to Shanghai stock market and Shenzhen stock market. The result is explained and compared.

在阐述了分形时间序列的相关理论和重要特征后,对经典重标极差分析法、修正重标极差分析法和趋势消解波动分析法等一维分形分析方法进行了系统分析,针对重标极差分析法对短期相关会产生有偏结果的缺点,给出了一种基于短期相关的改进的重标极差分析法,把各种一维分形分析方法应用于上证综合指数和深圳成分指数序列进行实证分析,并对结果进行了比较和解释。

From the right side, we have a measured, in the Shanghai Composite Index reached 1,700 points, in the dividend index card stock covered by only about 8 times only市净率1.3 times more than that this is a very cheap valuation, is basically a bottom in history.

我们有一个衡量,上海综合指数创下1700点,在股息指数卡只有大约8倍市净率只有1.3倍,这是一个非常更涵盖股票较低的估值,基本上是一个历史的底部。

Dikaidizou Shanghai Composite Index, 8 re-replication big banks one day before the fall, the impact of their daily limit, plus real estate joint short of the plate, from re-stock index Down.

9 17,Dikaidizou上海综合指数,8重新复制的大银行之一,在秋季到来前一天,其跌停的影响,加上房地产联合的短板,从重新股票指数下跌。

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