High level chaos in the exchange and index markets
Author:
Publisher
Elsevier BV
Subject
General Mathematics,General Physics and Astronomy,Statistical and Nonlinear Physics,Applied Mathematics
Reference25 articles.
1. Random walk or chaos: a formal test on the Lyapunov exponent;Park;J Econ,2012
2. A search for long-range dependence and chaotic structure in Indian stock market;Mishra;Rev Financial Econ,2011
3. Deterministic flow in phase space of exchange rates: evidence of chaos in filtered series of Turkish Lira–Dollar daily growth rates;Çoban;Chaos, Solitons Fractals,2009
4. On complex behavior and exchange rate dynamics;Shwartz;Chaos, Solitons Fractals,2003
5. A test for independence based on the correlation dimension;Brock;Econ Rev,1996
Cited by 42 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Chaos measure dynamics in a multifactor model for financial market predictions;Communications in Nonlinear Science and Numerical Simulation;2024-03
2. Efficiency of a self-organizing Ising model of financial markets;International Journal of Modern Physics C;2023-07-19
3. What is the best RNN-cell structure to forecast each time series behavior?;Expert Systems with Applications;2023-04
4. Chaos Analysis Framework: How to Safely Identify and Quantify Time-Series Dynamics;Nonlinear Systems - Recent Developments and Advances;2023-03-15
5. A modified extreme event-based synchronicity measure for climate time series;Chaos: An Interdisciplinary Journal of Nonlinear Science;2023-02-01
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3