求助英文文献两篇

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经管之家送您两个论坛币！

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1.A chaotic attractor for the S&P 500  JSTOR中有收录
2. Indonesia Capital Market: Chaotic, Stochastic or combine process? An Empirical Study on the Indonesia Stock Exchange (IDX) Daily Composite Index Return    SSRN中有收录

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关键词：求助英文文献 英文文献 Stochastic Indonesia composite 求助 文献 英文

ft。。。这里没买
还以为能下

the 1st one

Indonesia Capital Market: Chaotic, Stochastic or combine process?
An Empirical Study on the Indonesia Stock Exchange (IDX) Daily Composite Index Return

Minarnita Yanti Verawati Bakara
Department of Management Faculty of Economic University of Indonesia; Postgraduate Program Faculty of Economic, Finance Management





Abstract:      
This paper is part of author's Master Thesis Chaos in emerging capital market: an empirical study on the Jakarta Stock Exchange. Some evidences of the existence of chaotic system proved by chaos researches on the developed market as conducted by some researchers strongly motivate us to try to search the presence of chaos structure on the developing and emerging market. Therefore on this research we choose Indonesia Capital Market. We try to detect low dimensional chaos by observing daily return data of JSX (Jakarta Stock Exchange, now is Indonesia Stock Exchange or IDX) market portfolio composite Index from January 1988 to November 2003. This research was conducted in year 2004. We apply BDS statistic, R/S Analysis, Correlation Dimension and Lyapunov Exponent as our tools for nonlinearity and chaos testing. In this paper we investigate whether the process is stochastic, chaotic or a combine process of stochastic and chaotic.
We find the presence of non linear dynamic system that leads to chaotic structure on the Jakarta Stock Exchange Index by investigating the existence of nonlinearity, persistence and low dimensional chaos in daily return of JSX market portfolio index.

Keywords: Attractor, BDS Statistic, Chaos Theory, Chaotic Structure, Correlation Dimension, Correlation Integral, Embedding Dimension, Fractal, Hurst Exponent, Lyaponev Exponent, Deterministic Non Linear Dynamic System, Phase Space Reconstruction, Rescaled Range (R/S) Analysis

sorry that I can only get the abstract for you for the 2nd paper, pray other people can help you more