Research on the Fractal Properties of China´s Capital Market

In the past two decades, fractal theory, one of the scientific branches of the nonlinear study, thus has become a frontier field of economics research and application. The paper here has reviewed the fundamental properties of fractal time series and the calculations of Hurst Exponent, described the general methods used to calculate the Hurst Exponent of time series. The R/S analysis has also been applied to analyze the fractal properties of China´s capital market. Finally, the basic fractal theories regarding the capital market are summarized on the basis of positive analysis.