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

DOI10.13383/J.CNKI.JSE.2017.06.005zbMATH Open1399.91147MaRDI QIDQ3175679FDOQ3175679

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

Publication date: 18 July 2018

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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)

Cited In (3)

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

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