STUDY ON THE FRACTAL AND CHAOTIC FEATURES OF THE SHANGHAI COMPOSITE INDEX
From MaRDI portal
Publication:3164805
DOI10.1142/S0218348X12500120zbMath1250.91084OpenAlexW2092130541MaRDI QIDQ3164805
No author found.
Publication date: 16 October 2012
Published in: Fractals (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0218348x12500120
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Time series analysis of dynamical systems (37M10) Fractals (28A80)
Related Items (11)
On dimension extension of a class of iterative equations ⋮ Asymptotic behavior of switched stochastic delayed cellular neural networks via average Dwell time method ⋮ Delay-dependent dynamics of switched Cohen-Grossberg neural networks with mixed delays ⋮ Performance evaluation of portfolios with margin requirements ⋮ A numerical study for robust active portfolio management with worst-case downside risk measure ⋮ Solvability for a fractional order three-point boundary value system at resonance ⋮ Studying term structure of SHIBOR with the two-factor Vasicek model ⋮ Positive stability analysis and bio-circuit design for nonlinear biochemical networks ⋮ Higher order mean squared error of generalized method of moments estimators for nonlinear models ⋮ Risk measurement for portfolio credit risk based on a mixed Poisson model ⋮ STRANGE NONCHAOTIC ATTRACTORS AND MULTISTABILITY IN A TWO-DEGREE-OF-FREEDOM QUASIPERIODICALLY FORCED VIBRO-IMPACT SYSTEM
Cites Work
This page was built for publication: STUDY ON THE FRACTAL AND CHAOTIC FEATURES OF THE SHANGHAI COMPOSITE INDEX