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A study of chaos in Hang Seng Index.

by Tam Tak-wai. / Thesis (M.B.A.)--Chinese University of Hong Kong, 1994. / Includes bibliographical references (leaves 35-37). / APPROVAL --- p.ii / ABSTRACT --- p.iii / ACKNOWLEDGEMENTS --- p.iv / TABLE OF CONTENTS --- p.v / Chapter CHAPTER 1 --- INTRODUCTION --- p.1 / Chapter CHAPTER 2 --- CHAOS THEORY - AN OVERVIEW --- p.6 / Chapter CHAPTER 3 --- THEORETICAL IMPLICATIONS OF CHAOS THEORY --- p.14 / Chapter CHAPTER 4 --- EMPIRICAL RESULTS --- p.21 / Chapter CHAPTER 5 --- CONCLUSION --- p.33 / BIBLIOGRAPHY --- p.35 / APPENDIX A - GRAPHICAL RESULTS --- p.38 / APPENDIX B - ESTIMATED LYAPUNOV EXPONENTS --- p.45 / APPENDIX C - SHUFFLED TESTS RESULTS --- p.47 / APPENDIX D - DAILY HANG SENG INDEX --- p.50

Identiferoai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_319278
Date January 1994
ContributorsTam, Tak-wai., Chinese University of Hong Kong Graduate School. Division of Business Administration.
PublisherChinese University of Hong Kong
Source SetsThe Chinese University of Hong Kong
LanguageEnglish
Detected LanguageEnglish
TypeText, bibliography
Formatprint, v, 64 leaves : ill. ; 30 cm.
CoverageChina, Hong Kong
RightsUse of this resource is governed by the terms and conditions of the Creative Commons “Attribution-NonCommercial-NoDerivatives 4.0 International” License (http://creativecommons.org/licenses/by-nc-nd/4.0/)

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