金融市场交易量的多重分形结构
On the multi-fractal structure of traded volume in financial markets
摘要：
在本预印本中，我们探索了构成道琼斯30指数的股票1分钟交易量的多重分形属性。我们还评估的权重的线性和非线性依赖的多重分形结构的观察。研究结果表明，交易量的多重分形性质本质上来自于概率密度函数的非高斯形式和非线性相关性。
英文摘要：
In this pre-print we explore the multi-fractal properties of 1 minute traded volume of the equities which compose the Dow Jones 30. We also evaluate the weights of linear and non-linear dependences in the multi-fractal structure of the observable. Our results show that the multi-fractal nature of traded volume comes essencially from the non-Gaussian form of the probability density functions and from non-linear dependences.
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