| 资产价格易变性的动态模型 |
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| 引用本文： | 李红刚,方福康.资产价格易变性的动态模型[J].北京师范大学学报(自然科学版),1996,32(3):358-361. |
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| 作者姓名： | 李红刚 方福康 |
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| 作者单位： | 北京师范大学非平衡系统研究所 |
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| 摘 要： | 提出了一个简单的确定性动力模型，探讨资产价格易变性的机制，给出了资产价格易变性在基本形态和资产价格复杂动态行为。
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| 关 键 词： | 易变性 资产价格 动态模型 |
A DYNAMIC MODEL ON THE EXCESS VOLATILITY OF ASSET PRICE |
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| Li Honggang ,Fang Fukang.A DYNAMIC MODEL ON THE EXCESS VOLATILITY OF ASSET PRICE[J].Journal of Beijing Normal University(Natural Science),1996,32(3):358-361. |
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| Authors: | Li Honggang Fang Fukang |
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| Abstract: | To explore the intrinsic mechanism in excess volatility of the asset price ,a simple determinative dynamic model is presented, which can exhibit some of the characteristics of excess volatility of asset price such as simple cycle ,complex cycle and other complex dynamic behavior. |
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| Keywords: | excess volatility asset price complex dynamic behavior |
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