基于多重分形的股指波动特征分析及波动趋势的预测

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1、分类号：密级：HUAZHONGAGRICULTURALUNIVERSITY硕士学位论文MASTER’SDEGREEDISSERTATION基于多重分形的股指波动特征分析及波动趋势的预测ANALYSISOFSTOCKINDEXVOLATILITYCHARACTERISTICSANDPREDICTIONOFVOLATILITYTRENDBASEDONMULTIFRACTAL研究生:刘赛CANDIDATE：LIUSAI学号:2016310120006STUDENTNO.：专业:应用统计学MAJOR：APPLIEDSTATISTICS导师:李治副教授SUPERVISOR：ASSOCIATEPR

2、OFESSORLIZHI中国武汉WUHAN，CHINA二○一八年六月JUNE，2018分类号：密级：华中农业大学硕士学位论文基于多重分形的股指波动特征分析及波动趋势的预测AnalysisofStockIndexVolatilityCharacteristicsandPredictionofVolalityTrendBasedonMultifractal研究生：刘赛学号：2016310120006指导教师：李治副教授学位类型：应用统计硕士专业学位领域：经济统计华中农业大学理学院中国·武汉CollegeofScienceHuazhongAgriculturalUniversityWuhan

3、,China基于多重分形的股指波动特征分析及波动趋势的预测目录目录.............................................................................................................................I摘要.............................................................................................................................iAbstract.

4、.........................................................................................................................ii1绪论...........................................................................................................................11.1研究背景和意义....................................

5、.........................................................11.2国内外研究现状.............................................................................................11.2.1国外研究现状......................................................................................11.2.2国内研究现状.........................

6、.............................................................21.3研究内容、方法和技术路线.........................................................................42股指波动的非线性检验............................................................................................72.1正态性检验.................................

7、....................................................................82.1.1正态检验统计方法..............................................................................82.1.2正态性实证结果...................................................