Does composite index of NYSE represents chaos in the long time scale?-Reference-Cited by-同舟云学术

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Does composite index of NYSE represents chaos in the long time scale?

Published:2006-03 Issue:1 Volume:174 Page:483-489
ISSN:0096-3003
Container-title:Applied Mathematics and Computation
language:en
Short-container-title:Applied Mathematics and Computation

Author:

Das Atin,Das Pritha

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Mathematics

Reference21 articles.

1. Modeling financial time series using multifractal;Bacry;Physica A,2001

2. D. Claude, C. Kyrtsou, A survey on cycles and chaos (Part II), Abstracts in Economic History, EH. Net. 2001.

3. Scaling behavior of an economic index;Cont;Nature,1995

4. Scaling in stock market data: stable laws and beyond;Cont,1997

5. R. Cont, Statistical properties of financial time series. Lecture note, Symposium on Mathematical Finance, Shanghai, 1999.

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