Nonlinear evolution research for stock market, money market and foreign exchange market

DOI10.13383/J.CNKI.JSE.2017.06.005MaRDI QIDQ3175679zbMATH OpenFDO

Authors Jiaming Li, Yong-Jun Liu, Qun Zhang, Wei-Guo Zhang

Publication date 18 July 2018

zbMATH Keywords

causality testfinancial marketcomposite indexnonlinear evolution

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Auctions, bargaining, bidding and selling, and other market models (91B26)

Recommendations

• The interplay between two stock markets and a related foreign exchange market: A simulation approach
• On the inherent instability of international financial markets: natural nonlinear interactions between stock and foreign exchange markets
• Dynamic relationship analysis between NAFTA stock markets using nonlinear, nonparametric, non-stationary methods
• Hierarchical analysis of Chinese financial market based on manifold structure
• Multivariate nonlinear analysis and prediction of Shanghai stock market

Cited in

(3)

• Hierarchical analysis of Chinese financial market based on manifold structure
• Evolutionary patterns of onshore and offshore renminbi exchange rates with convexity-concavity indicators
• Evolutionary-based return forecasting with nonlinear STAR models: evidence from the Eurozone peripheral stock markets

This page was built for publication: Nonlinear evolution research for stock market, money market and foreign exchange market

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3175679)