【摘要】 应用系统自组织临界理论、突变及混沌理论等,对2006年1月至2009年4月的美国标准普尔500指数进行对数收益序列分形检验、统计分析和分形维计算,揭示了美国金融危机爆发前后三个不同时段的系统复杂性。结果表明:金融系统会经由危机前的系统内部相关性较弱状态演化到危机显现期的具有系统长程相关性的自组织临界状态,当金融危机全面爆发时,金融系统会进入宏观无序、微观有序的混沌状态。更多还原

【Abstract】 Based on the theories of system self-organized criticality,catastrophe,chaos and so on,are revealed the different system complexities in the three time periods of American financial crisis evolution by system fractal tests,statistic analysis and fractal dimension calculation of Stand and Poor 500 Index log-return series from January 2006 to April 2009.Results show that the financial system will evolve through the weakly correlated state in pre-crisis period to the long-term correlated and self-organized critical state in early-crisis period,and when the financial crisis broke out entirely,the financial system will enter the macro-disorder but micro-ordered chaotic state.更多还原