Abstract:In this article, we collect the index daily return to analysis the fluctuations of daily return ratio and monthly return ratio in the stock markets by using the multisignal classification (MUSIC) method of Sub-space of the power spectrum density estimation. 6 kinds of Composite Index of stock price are selected, including 3 kinds of index from Shanghai Stock Exchange, Shenzhen Stock Exchange, Hong Kong Stock Exchange, and 3 kinds of index from US Stock Markets, UK stock markets, and Japanese stock markets. Tho… Show more
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