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

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.