DocumentCode
3276085
Title
Study on Chaotic Behavior of the Stock Price´s Volatility
Author
Wang Yuling ; Wang Jing ; Si Fengshan
Author_Institution
Sch. of Sci., Tianjin Univ. of Commerce, Tianjin, China
fYear
2013
fDate
16-18 Jan. 2013
Firstpage
1323
Lastpage
1325
Abstract
Chaotic dynamics theory provides an analytical method for securities price in a stock. In this paper the Shanghai Composite Index is selected to analyze the nonlinear characteristics of price fluctuations. Through processing the data with the logarithmic-eliminating trend method, the chaotic attractor of Shanghai Stock Index is computed. The results show that Chinese securities market is an obvious chaotic system.
Keywords
chaos; pricing; stock markets; Chinese securities market; Shanghai Composite Index; Shanghai Stock Index; chaotic attractor; chaotic behavior; chaotic dynamics theory; logarithmic-eliminating trend method; price fluctuation; stock price volatility; stock securities price; Chaos; Correlation; Educational institutions; Fluctuations; Indexes; Space vehicles; Stock markets; Chaos; Correlation dimension; Fractal;
fLanguage
English
Publisher
ieee
Conference_Titel
Intelligent System Design and Engineering Applications (ISDEA), 2013 Third International Conference on
Conference_Location
Hong Kong
Print_ISBN
978-1-4673-4893-5
Type
conf
DOI
10.1109/ISDEA.2012.313
Filename
6456045
Link To Document