资本市场多标度行为特征及风险分析

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1、湖南大学博士学位论文资本市场多标度行为特征及风险分析姓名：杨宏林申请学位级别：博士专业：管理科学与工程指导教师：陈收20071008博}：学位论文求解出资产多标度条件下累积的表达式，构建出基于累积的多标度风险分散化模型，对多标度条件下的风险管理进行研究。本文的研究成果对资本市场基于时间标度的研究发展作了一定贡献，同时一定程度上拓展了传统风险管理的研究范畴，为时间维度下的风险度量和控制的研究提供了重要的思路和方法，并为投融资决策和风险管理理论、方法和应用的进一步发展打下了一定的基础。关键词：多标度；幂

2、律分布；广义自相似；层次结构；波动级串；风险分析资本市场多标度行为特征及风险分析AbstractStudyonrandomdistrlbutioncharacteristicsofreturnshasalwaysbeenoneofthemostchallengingproblemsinfinance．’Traditionalresearchesinthisfieldarecommonlymadeunderthecircumstanceofmonoscale．However，inrecentyears

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