Taking the Shanghai A-share index as dependent variable in this article and selecting macroeconomics factors which can affect all the stock market as independent variable,the linear regression model was established by using Evieews software.

Calculating VaR with extreme value theory: authentic proof analysis of Shanghai index;

We make statistical analyses of the Shanghai Index of 1999,and find that the return can be described by Lévy stable distribution,but not the Gaussian one in traditional economics.

It is shown through numercal simulation that the largest Lyapunov exponent of the Shanghai Stock Index is positive.

This paper sets up a P/E ratio model,then makes linear regression analysis on P/E ratio with Shanghai stock index.

In this paper, the successive rises and falls of days of Shanghai stock index are analyzed by survival model.

Time-series prediction model of Shanghai composite index;

Empirical Study on the "Hundred-point Effect" of Shanghai Composite Index:Analysis Based on Prospect Theory;

Effect of Weighted Share on Correlation between Shanghai Composite Index and Hushen 300 Index;