我国股票指数混沌行为测试

Test of the Chaos Behavior in China’s Stock Market

本文对我国股市是否存在混沌行为进行分析,运用Lyapunov指数和自相关函数对股票指数的历史数据进行了计算测试,得出我国股票指数具有混沌特征的结论。

In order to analyze whether or not the chaos behavior exists in China's stock market, we used the Lyapunov exponents and the self-correlation function to calculate the history data of stock index, then we come to a 'yes' conclusion.