Multivariate Nonlinear Analysis and Prediction of Shanghai Stock Market

This study attempts to characterize and predict stock returns series in Shanghai stock exchange using the concepts of nonlinear dynamical theory. Surrogate data method of multivariate time series shows that all the stock returns time series exhibit nonlinearity. Multivariate nonlinear prediction met...

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Bibliographic Details
Main Authors: Junhai Ma, Lixia Liu
Format: Article
Language:English
Published: Wiley 2008-01-01
Series:Discrete Dynamics in Nature and Society
Online Access:http://dx.doi.org/10.1155/2008/526734
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