金融市場復雜性研究綜述(編輯修改稿)

　

【文章內容簡介】 要問題，積極開展金融市場復雜性的探索與研究，具有重要的理論和應用價值，值得引起我國學者的高度重視。金融復雜性的探討方興未艾，只要我們積極進取，努力探索，就一定會取得重要的成果。參考文獻1 Stuzer, M. J. Chaotic Dynamic amp。 Bifurcation in a Macro Model. Journal of Economic Dynamics amp。 Control, 1980,(2)2 Day, R. The Emergence of Chaos from Classic Economic Growth. Quarterly Journal of Economics, 1983, 543 Day, R. Irregular Growth Cycles. American Economic Review, 19824 Benhabib J. Cycle and Chaos In Economic Equilibrium. Princeton University Press，19925 Benhabib. Day. Rational Choice amp。 Erratic Behavior. Review of Economic Studies, 1981, 48 : 4594716 Chen, P. Empirical and Theoretical Evidence of Monetary Chaos System Dynamic Review, 1988, 47, : 88967 Hesieh. D. Testing for Nonlinear Dependence in Daily Foreign Exchange Rates. Journal Business, 1989,62(3) : 3393598 Frank, M. and Stengos T. Measuring the Strangeness of Gold and Silver Rates of Return. Review of Economics Studies, 1989，56,: 5535679 Scheinkman, J. A and LeBaron, B. Nonlinear Dynamic and Stock Returns. Journal of Business, 1989, 62, :31133710 Brock, W A, D Hesich and LeBaron. Nonlinear Dynamics, Chaos and Instability: Theory and Empirical. MIT press, Cambridge，199111 Hesieh， and Nonlinear Dynamics: Applications to Financial Markets. Journal of Finance, 1991，47，: 1145118912 Kodres, L. E. and Papell, D，H. Nonlinear Dynamics in the Foreign Exchange Future Market, Working Paper. University of Michigan，199113 Eldridge，R. M and Coleman M. P. The British FTSE100 Index: Chaotically Deterministic or Random? Working Paper. School of Business, Fairfield University，199314 Phillipatos, G. C. Chaotic Behavior in Stock Prices of European Stock Markets: A Comparative Analysis of Major Economic Regions. Working Paper, University of Tennessee，199315 Edgar E. Peters, Chaos and Order in the Capital Markets, John Wiley amp。 Sons, Inc., 199616 Heiner, R., The Sign of Predictable Dynamic Behavior, J. Economic Behavior of Organization, 1989，17 Grassberger . Procaccia, Measuring The Strangers of Strange Abstractors, Physica D，1983，pp18920818 Li, TY amp。 James A. York, Period Three Means Chaos, American Mathematical Monthly，1975，, pp98599219 May, . Simple Mathematical Models with Very Complicated Dynamics. Nature, 1976，, pp9596720 Jensen, R. U. and Urban, R. Chaotic Price Behavior in a Nonlinear Cobweb Model. Mini, Yale University, 198221 Rancl, D, Sxotic. Phenomena in Game amp。 Duapoly Models. Journal of Mathematical Economics, 1978，22 Pool, R. Chaos Theory How Big an Advance? Science, 1989，Vol. 245, pp262823 William J. Baumol amp。 Richard E. Quandt. Chaos Models and Their Implications for Forecasting. Eastern Economic Journal, 1985，Vol. XI, 24 Tori De Angelis, Chaos. Chaos Everywhere is What the Theorists Think. APA，199325 Matsuyama, K. Increasing Returns, Industrialization, and Indeterminacy of Equilibrium. Quarterly Journal of Economics, 1991，26 Decoster, G. P. Michael, . Dynamic Implications of Chaotic Monetary Policy. Journal of Macroeconomics, Spring, 1992，, , pp26728727 Saari, D. Mathematical Complexity of Simple Economics. Notice of the AMS, February, 199528 Fischer, P., William R. Smith. Chaos, Fractals, and Dynamics, Marcel Dekker. Inc., New York , 198529 , Mccawley. Chaos, Dynamics amp。 Fractals, Cambridge Univ. Press, 199330 Cambel, . Applied Chaos Theory, A Paradigm for Complexity, Academic Press. INC. 199331 Peitgen, . Chaos and Fractals SpringerVerlag. New York, INC. 199232 Devaney, R. An introduction to chaotic Dynamic Systems. AddisonWesley Publishing Company, Inc. 198733 Richard M. Goodwin. Chaotic Economic Dynamics. Claren Don Press Oxford, 199034 Day, . Complex Economic Dyn