A Study of the International Stock Market Behavior During COVID-19 Pandemic Using a Driven Iterated Function System
Author:
Publisher
Springer Science and Business Media LLC
Subject
Computer Science Applications,Economics, Econometrics and Finance (miscellaneous)
Link
https://link.springer.com/content/pdf/10.1007/s10614-021-10199-2.pdf
Reference21 articles.
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3. Alves, P. R. L. (2019). Chaos in historical prices and volatilities with five-dimensional euclidean spaces. Chaos, Solitons and Fractals: X., 1, 100002. https://doi.org/10.1016/j.csfx.2019.100002
4. Berkmen, S. P., Gelos, G., Rennhack, R., & Walsh, J. P. (2012). The global financial crisis: Explaining cross-country differences in the output impact. Journal of International Money and Finance, 31(1), 42–59. https://doi.org/10.1016/j.jimonfin.2011.11.002
5. Bianchi, S., & Frezza, M. (2017). Fractal stock markets: International evidence of dynamical (in)efficiency. Chaos: an Interdisciplinary Journal of Nonlinear Science, 27(7), 071102. https://doi.org/10.1063/1.4987150
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