一类期货数据的非线性特征分析
2000-07-15分类号:F224
【部门】北京大学光华管理学院
【摘要】In this paper,we study the nonlinear structure of the futures price data of COMEX using the method which was developed in our previous paper.The more complex structure than chaos is detected.
【关键词】混沌时间序列 BDS统计量 非线性预测
【基金】
【所属期刊栏目】统计研究
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