政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/3731

English | 正體中文 | 简体中文 | Post-Print筆數 : 27 | Items with full text/Total items : 113656/144643 (79%)
Visitors : 51721453 Online Users : 578

RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.

Home ‧ Login ‧ Upload ‧ Help ‧ About ‧ Administer

政大機構典藏 > 商學院 > 金融學系 > 國科會研究計畫 > Item 140.119/3731

Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/3731

Title:	金融市場的非線性動態及財務管理上的應用
Other Titles:	Nonlinear Dynamics in the Financial Markets and Its Application in Financial Management
Authors:	廖四郎
Keywords:	非線性動態系統;金融市場;財務管理;渾沌;景氣循環 Nonlinear dynamic system;Financial market;Financial management;Chaos;Business cycle
Date:	1999
Issue Date:	2007-04-18 16:34:53 (UTC+8)
Publisher:	臺北市：國立政治大學金融系
Abstract:	本文以符號動態的方法對一個簡單的非線性動態模型做其路徑的數學性分析,描述渾沌現象的幾個基本特性。隨後並以相關維度及Lyapunov exponent兩種方法檢定東南亞五國日匯率,發現這些匯率路徑全部符合渾沌現象。最後並提出一個非線性動態的外匯市場模型來顯示中央銀行對匯市的干預有可能引起匯率的渾沌行為。 This paper investigates the mathematical properties of a simple nonlinear dynamics which generate chaotic behavior. Using correlation dimension and Lyapunov exponent tests, we found that the foreign exchange rates of the five southeast Asia countries are all exhibiting chaotic behavior. Finally, a model of nonlinear foreign exchange rate dynamics is presented to show the possibility of central bank`s intervention in the market may induce chaotic behavior of exchange rates.
Description:	核定金額：261800元
Data Type:	report
Appears in Collections:	[金融學系] 國科會研究計畫

Files in This Item:

File	Description	Size	Format
882416H004014.pdf		48Kb	Adobe PDF2	970	View/Open

社群 sharing

著作權政策宣告 Copyright Announcement

1.本網站之數位內容為國立政治大學所收錄之機構典藏，無償提供學術研究與公眾教育等公益性使用，惟仍請適度，合理使用本網站之內容，以尊重著作權人之權益。商業上之利用，則請先取得著作權人之授權。
The digital content of this website is part of National Chengchi University Institutional Repository. It provides free access to academic research and public education for non-commercial use. Please utilize it in a proper and reasonable manner and respect the rights of copyright owners. For commercial use, please obtain authorization from the copyright owner in advance.

2.本網站之製作，已盡力防止侵害著作權人之權益，如仍發現本網站之數位內容有侵害著作權人權益情事者，請權利人通知本網站維護人員(nccur@nccu.edu.tw)，維護人員將立即採取移除該數位著作等補救措施。
NCCU Institutional Repository is made to protect the interests of copyright owners. If you believe that any material on the website infringes copyright, please contact our staff(nccur@nccu.edu.tw). We will remove the work from the repository and investigate your claim.

Loading...