STUDY ON THE FRACTAL AND CHAOTIC FEATURES OF THE SHANGHAI COMPOSITE INDEX

DOI10.1142/S0218348X12500120zbMath1250.91084OpenAlexW2092130541MaRDI QIDQ3164805

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Publication date: 16 October 2012

Published in: Fractals (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0218348x12500120

zbMATH Keywords

chaosfractalsR/S analysis methodreconstruction of phase space

Mathematics Subject Classification ID

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)

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Cites Work

• Determining Lyapunov exponents from a time series
• Measuring the strangeness of strange attractors
• Strange attractors
• Period Three Implies Chaos
• Unnamed Item

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