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