Chapter four is the positive examination to the chaos and fractal phenomenon of our country security market . we carry on straight examination of the yield ratio distribution of stock index to shanghai and shenzhen stock market separately , utilize r / s analytic approach to estimate hurst index of shanghai and shenzhen then calculate fractal dimention , thus draw the conclusion that the security market of our country possesses the characteristics of chaos and fractal phenomenon 第四章为我国证券市场混沌与分形的实证检验部分。我们分别对我国上海和深圳股票市场进行了股指收益率分布的正态性检验，然后利用r / s分析法分别对沪深两市进行赫斯特指数估计进而计算分形维，从而得出我国证券市场具有混沌与分形特征的结论。
