%0 Journal Article %T Mechanism of Fractal in Economic System and R/S Analysis on Stock Market of China
经济系统分形机制与股票市场R/S分析 %A CAO Hong-duo %A LI Ying %A
曹宏铎 %A 李昊 %J 系统工程理论与实践 %D 2003 %I %X Combining stat-physics off balance with the fractal theory,the physics mechanism why existing fractal structure is discussed.Afterwards, the dissipation property of behavior of fractal economic time-series is discussed, and the evolvement of $K-2$ entropy is explained. Shenzen stock market is researched depending on R/S analysis and conclusions, which have been obtained above. It indicates there are a long period and a short period in Shenzen stock market, and they leave each other to be 4.5 years and 8 months. The mechanism why different $H$ index is created from different time series in the same system is made clear. %K economy system %K fractal time-series %K R/S analysis %K $H$ index %K dissipation character
经济系统 %K 分形时间序列 %K R/S分析 %K H指数 %K 耗散性 %U http://www.alljournals.cn/get_abstract_url.aspx?pcid=01BA20E8BA813E1908F3698710BBFEFEE816345F465FEBA5&cid=962324E222C1AC1D&jid=1D057D9E7CAD6BEE9FA97306E08E48D3&aid=9E32BBF43BE519F9&yid=D43C4A19B2EE3C0A&vid=EA389574707BDED3&iid=38B194292C032A66&sid=9CF7A0430CBB2DFD&eid=FC0714F8D2EB605D&journal_id=1000-6788&journal_name=系统工程理论与实践&referenced_num=8&reference_num=6