摘要
金融系统的运行及其外在表现主要是由金融变量的时间序列数据来记录和反映的 本文给出了金融时间序列数据动态系统混沌识别的方法 。
The operation and behavior of economic and financial systems is recorded with time series data that related economical and financial variates. Two methods of detecting choas about financial time series dynamic systems are given in this paper.testing Shanghai stack Market chaos character before or after the falling-stop rule has been tested by these two mcthods.
出处
《成都大学学报（自然科学版）》
2004年第1期29-33,共5页
Journal of Chengdu University（Natural Science Edition）
