Chaos and nonlinear dynamics in financial time series

Siriopoulos, Costas and Sirlantzis, Konstantinos (1994) Chaos and nonlinear dynamics in financial time series. In: 7th Greek Statistical Conference, Nicosia, Cyprus. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided. (Contact us about this Publication)
Item Type: Conference or workshop item (Paper)
Uncontrolled keywords: portfolio theory, chaos theory, stock exchange
Subjects: H Social Sciences > HA Statistics > HA33 Management Science
H Social Sciences > HG Finance
T Technology > TA Engineering (General). Civil engineering (General) > TA168 Systems engineering, cybernetics and intelligent systems
Divisions: Faculties > Sciences > School of Engineering and Digital Arts > Image and Information Engineering
Depositing User: Konstantinos Sirlantzis
Date Deposited: 15 Nov 2015 13:19 UTC
Last Modified: 26 Nov 2015 14:14 UTC
Resource URI: https://kar.kent.ac.uk/id/eprint/51895 (The current URI for this page, for reference purposes)
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