期刊文献+

股票市场价格行为的非线性确定性动力学模型

下载PDF
导出
出处 《哈尔滨学院学报》 1998年第1期43-60,共18页 Journal of Harbin University
  • 相关文献

参考文献13

  • 1Franz Hofbauer,Gerhard Keller.Ergodic properties of invariant measures for piecewise monotonic transformations[J]. Mathematische Zeitschrift . 1982 (1)
  • 2D. Givoly and D. Palmon.Insider trading and the exploitation of inside information: some empirical evidence. Journal of Business . 1985
  • 3R. L. Devaney,An Introduction to Chaotic Dynamical systems.Menlo Park. . 1986
  • 4E. G. Benton,The Basics of Investing,Third edition,John wiley & Sons,Inc. New York . 1986
  • 5M. S. Rozeff and M. A. Zaman.Market efficiency and insider trding: new evidence. Journal of Business . 1988
  • 6J. M. Grandmont,ed.Nonlinear economic dynamics, Academic Press, Boston, M. A . 1987
  • 7A. W. Lo and A. C. Mackinglay.Stock market price do not follow randow walks: evidence from a simple specification test. The Review of Financial Studies . 1988
  • 8D. Hsieh.Chaos and nonlinear dynamics: Application to financial markets. The Journal of Finance . 1991
  • 9E. F. Fama.Efficient capital markets: a review of theory and empirical work. The Journal of Finance . 1970
  • 10S. E. LeRoy and R. Porter.The presentvalue relation: tests based on implied variance bounds. Econometrica . 1981

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部