| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 7382271 | Physica A: Statistical Mechanics and its Applications | 2014 | 8 Pages |
Abstract
This paper introduces how to formulate the CSI300 evolving stock index using the Paasche compiling technique of weighed indexes after giving the GCA model. It studies dynamics characteristics of the Chinese stock market and its relationships with monetary policy intensity, based on the evolving stock index. It concludes by saying that it is possible to construct a dynamics equation of the Chinese stock market using three variables, and that it is useless to regular market-complexity according to changing intensity of external factors from a chaos point of view.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
Shangjun Ying, Ying Fan,