References

THE ANALYTICAL CHAOTIC MODEL OF STOCK PRICES AND ITS APPLICATIONS


[1] A. Antoniou and C. E. Vorlow, Physica A 348 (2005), 389-403.

[2] J. T. Barkoulas and C. F. Baum, Economics Letters 53(3) (1996), 253-259.

[3] J. T. Barkoulas and N. Travlos, Applied Financial Economics 8(3) (1998), 231-243.

[4] G. Du and X. Ning, Physica A 387 (2008), 261-269.

[5] F. Eugene, Journal of Finance 25 (1970), 383-417.

[6] F. Eugene, Journal of Finance 46 (1991), 1575-1617.

[7] F. Eugene, Journal of Financial Economics 49 (1998), 283-306.

[8] C. O. Ewald, Z. Yang and Y. Xiao, International Journal of Theoretical and Applied Finance 12(2) (2009), 153-178.

[9] B. J. W. Fleming, D. YU, R. G. Harrison and D. Jubb, International Journal of Theoretical and Applied Finance 3(3) (2000), 375-379.

[10] B. M. Friedman, D. I. Laibson and H. P. Minsky, Brookings Papers on Economic Activity 1989(2) (1989), 137-189.

[11] P. Y. Gao, The Nonlinear Dynamics, The Publishing House of Science and Technology, University of National Defence, Changsha, 2005.

[12] J. Gleick, Chaos: Making a New Science, Viking Penguin/Dutton, New York, 1988.

[13] M. T. Greene and B. D. Fielitz, Journal of Financial Economics 4(3) (1977), 339-349.

[14] J. M. Harrison and D. M. Kreps, The Quarterly Journal of Economics 92(2) (1978), 323-336.

[15] P. J. Holmes and J. E. Marsden, J. Math. Phys. 23(4) (1982), 669-675.

[16] P. J. Holmes and J. E. Marsden, Commun. Math. Phys. 82(4) (1982), 523-544.

[17] D. A. Hsieh, The Journal of Finance 46(5) (1991), 1839-1877.

[18] W. Krämer and R. Runde, Economics Letters 54(2) (1997), 113-118.

[19] A. Krawiec and M. Szydlowski, International Journal of Theoretical and Applied Finance 3(3) (2002), 603-604.

[20] M. Larrain, Financial Analysts Journal 47(5) (1991), 51-62.

[21] L. Li and B. M. Fleisher, The Quarterly Review of Economics and Finance 44(4) (2004), 521-538.

[22] F. Lillo, S. Mike and J. D. Farmer, Phys. Rev. E 71 (2005), 66-122.

[23] J. Mei, J. A. Scheinkman and W. Xiong, SSRN eLibrary 2005.

[24] E. M. Miller, The Journal of Finance 32(4) (1977), 1151-1168.

[25] R. F. Mulligan and G. A. Lombardo, The Quarterly Review of Economics and Finance 44(2) (2004), 321-336.

[26] R. B. Pandey and D. Stauffer, Search for log-periodic oscillations in stock market simulations, International Journal of Theoretical and Applied Finance 3(3) (2000), 479-482.

[27] E. E. Peters, Financial Analysts Journal 45(4) (1989), 32-37.

[28] E. E. Peters, Chaos and Order in the Capital Markets, John Wiley & Sons Inc., New York, 1996.

[29] F. Schmitt, D. Scherizer and S. Lovejoy, International Journal of Theoretical and Applied Finance 3(3) (2000), 361-364.

[30] D. Su and B. M. Fleisher, Journal of Economics and Business 50 (1998), 239-256.

[31] T. Vaga, Financial Analysts Journal 46(6) (1990), 36-49.

[32] W. Wang, B. Wang and X. Shi, The Journal of Quantitative & Technical Economics 4 (2004), 141-147.

[33] F. Wang, K. Yamasaki, S. Havlin and H. E. Stanley, Phys. Rev. E 79 (2009), 16-103.

[34] X.-T. Zhuang, X.-Y. Huang and Y.-L. Sha, Physica A 333 (2004), 293-305.

[35] news.xinhuanet.com/fortune/2007-05/30/content_61727 89.htm .

[36] www.cnstock.com/jrpl/2008-04/10/content_3192914.htm .

[37] www.pbc.gov.cn/diaochatongji/tongjishuju/gofile.asp ?file=2008S01.htm .