The analytical chaotic model of stock prices and its applications

MaRDI QIDQ3053095zbMATH OpenFDO

Authors Yan Peng, Kuang-Ding Peng

Publication date 4 November 2010

Full work available at URL http://www.scientificadvances.org/journals2P5.htm

zbMATH Keywords

Melnikov methodchaotic analysisChinese stock prices

Mathematics Subject Classification ID

Homoclinic and heteroclinic orbits for dynamical systems (37C29) Financial applications of other theories (91G80)

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Cited in

(5)

• An application of the Baker's chaotic model in description of the financial sequences dynamics
• The distribution of prices in financial markets: a chaotic approach
• Bifurcation and chaos analysis in a discrete-delay dynamic model for a stock market
• The comparison between the chaotic degrees of Chinese and American stock markets
• Is it possible to study chaotic and ARCH behaviour jointly? application of a noisy Mackey-Glass equation with heteroskedastic errors to the Paris Stock exchange returns series

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