Research on time series model of the stock price index in China;

Based on the multifractal theory,this paper presents an empirical research on the data of Shanghai Stock Price and analyzes statistically the correlations between the parameters of the multifractal spectrum and the stock price index and the logarithmic return.

In this paper,wavelets and fractals theory is proposed in the analysis of stock price index time sequences and information entropy and fractal dimension methods are introduced for describing the vibrating character of stock price index.

This article takes statistic analysis methods to make a practical study on fluctuating law of the stock index,and gives an analysis of the factors and the effects which influnence the then government to supervise the stock market,and to work out the corresponding plans and policies;it also means to lend the investors to reasonable investment.

The significant differences of using three kinds of weightings in computing stock index are discussed by using non-parameter testing, correlation analysis and other statistical techniques.

The thesis discussed whether there is any cycle about the fluctuation of stock index in Chinese securities market and how to survey it.

The significant difference of using three kinds of weightings in computing stock index are discussed by using non_parameter testing,correlation analysis and other statistical technique.

The design and intrinsic analysis of stock price index are studied in this paper.

In this paper, we study the relationship between the stock price index and economic development, savings and investments to, in some way, recognize the impact of stock market on the national economic development.