| 金融时间序列动态系统的混沌识别 |
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| 引用本文： | 李方文.金融时间序列动态系统的混沌识别[J].成都大学学报(自然科学版),2004,23(1):29-33. |
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| 作者姓名： | 李方文 |
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| 作者单位： | 西南财经大学金融工程研究中心,成都,610074 |
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| 摘 要： | 金融系统的运行及其外在表现主要是由金融变量的时间序列数据来记录和反映的 本文给出了金融时间序列数据动态系统混沌识别的方法 ,并对我国上海股市收益率序列实行涨跌停板制度前后期的混沌特性进行了实际定量分析
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| 关 键 词： | 非线性 混沌 吸引子 分形 关联维数 |
| 文章编号： | 1004-5422(2004)01-0029-0033 |
Chaos Detecting of the Dynamic Systems on A Financial Time Series |
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| LI Fangwen.Chaos Detecting of the Dynamic Systems on A Financial Time Series[J].Journal of Chengdu University (Natural Science),2004,23(1):29-33. |
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| Authors: | LI Fangwen |
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| Abstract: | The operation and behavior of economic and financial systems is recorded with time series data that related economical and financial variates. Two methods of detecting choas about financial time series dynamic systems are given in this paper.testing Shanghai stack Market chaos character before or after the falling-stop rule has been tested by these two mcthods. |
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| Keywords: | Nonlinear Chaos Attractor Fractal Correlation-dimension |
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