摘要
探讨了 L yapunov指数混沌特性判据原理 ,分析了时间序列 L yapunov指数的计算过程 ,通过计算我国上证综合指数收益率时间序列的 L yapunov指数谱系 ,分析了我国资本市场的混沌特性。
The purpose of this article is to discuss the principle for judging the chaotic characteristics of time series with the Lyapunov exponents. The calculation procedure of Lyapunov exponents is studied. Moreover, a case study on judging the chaotic characteristics with the logarithm yield of the Shanghai Stock Market is performed by calculating the Lyapunov exponents pedigree.
出处
《武汉理工大学学报》
CAS
CSCD
2004年第2期90-92,共3页
Journal of Wuhan University of Technology
基金
中国博士后科学基金项目 ( 2 0 0 30 330 80 )
