Complex dynamical behaviors of daily data series in stock exchange

Physics Letters, Section A: General, Atomic and Solid State Physics

Volumn 333, Issue 3-4, 2004, Pages 246-255

  Wang, Hongchun ^a,b   Chen, Guanrong ^b   Lü, Jinhu ^b,c  

^a BEIJING UNIVERSITY OF CIVIL ENGINEERING AND ARCHITECTURE   (China)

^b CITY UNIVERSITY OF HONG KONG   (Hong Kong)

^c INSTITUTE OF GEOLOGY AND GEOPHYSICS   (China)

Author keywords

Chaotic time series; Correlation dimension; Lyapunov exponent; Spectral analysis; Stock exchange

Indexed keywords

DIFFERENTIAL EQUATIONS; DYNAMICS; FINANCIAL MARKETS; LYAPUNOV FUNCTIONS; LYAPUNOV METHODS; SPECTRUM ANALYSIS; TIME SERIES;

CHAOTIC TIME SERIES; CORRELATION DIMENSIONS; DYNAMICAL BEHAVIORS; LYAPUNOV EXPONENT; MAXIMUM LYAPUNOV EXPONENT; SHANGHAI STOCK EXCHANGES; SHENZHEN STOCK EXCHANGES; STOCK EXCHANGE;

TIME SERIES ANALYSIS;

ARTICLE; CALCULATION; CHINA; COMMERCIAL PHENOMENA; CORRELATION ANALYSIS; ECONOMICS; FINANCIAL MANAGEMENT; MATHEMATICAL COMPUTING; MECHANICS; PREDICTION; PROSPECTIVE PRICING;

EID: 8844236905     PISSN: 03759601     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physleta.2004.10.053     Document Type: Article

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