 THE CHAOS DEGREE OF BOTH SHENZHEN AND SHANGHAI STOCK MARKETS AND ITS CONTROLLING METHODSSong Xuefeng and
Gu Shiqing
No 245, Computing in Economics and Finance 2000 from Society for Computational Economics Abstract: As a new branch of economics, chaos economics was born at the first of 1980s. It has been rapidly developed since then. R.H. Day, Stutzer, Benhabib, Shafer, Woof, Woodford, Deneekerre, Poliman and others have done a lot of research work in the field of chaos economics. Even so, there are still many open questions about basic theory of chaotic economics. For example, How to find the border point of chaos in the economic data? How to describe the complex degree of chaotic economic systems? And etc.In this paper, we apply the theory of Chaos Economics to Shenzhen and Shanghai stock markets. Firstly, the situation of researching the stock market is reviewed. Secondly, the concept of chaos degree and its computational method are set up. Thirdly, as the application of the chaos degree methods, the chaos degrees of both the Shenzhen and Shanghai stock markets during 1992 to 1997 are calculated and compared. Finally, the methods to control the chaos degree down are put forward. Date: 2000-07-05 There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it. Related works: Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text Persistent link: https://EconPapers.repec.org/RePEc:sce:scecf0:245 Access Statistics for this paper More papers in Computing in Economics and Finance 2000 from Society for Computational Economics CEF 2000, Departament d'Economia i Empresa, Universitat Pompeu Fabra, Ramon Trias Fargas, 25,27, 08005, Barcelona, Spain. Contact information at EDIRC. |
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