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.


This work is licensed under a Creative Commons Attribution 4.0 License.
  • ISSN(Print): 1913-1844
  • ISSN(Online): 1913-1852
  • Started: 2007
  • Frequency: monthly

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(The data was calculated based on Google Scholar Citations)

h-index (January 2018): 30

i10-index (January 2018): 163

h5-index (January 2018): 19

h5-median(January 2018): 25

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