Testing non-linearities and chaos in emerging stock markets: implications for financial management

Markellos, Rafael, Siriopoulos, Costas, Sirlantzis, Konstantinos (1995) Testing non-linearities and chaos in emerging stock markets: implications for financial management. In: 4th Annual Meeting of the European Financial Management Association. European Financial Management Association (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) (KAR id:51896)

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.

Item Type:	Conference proceeding
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
Institutional Unit:	Schools > School of Engineering, Mathematics and Physics > Engineering
Former Institutional Unit:	Divisions > Division of Computing, Engineering and Mathematical Sciences > School of Engineering and Digital Arts
Depositing User:	Konstantinos Sirlantzis
Date Deposited:	15 Nov 2015 13:49 UTC
Last Modified:	20 May 2025 10:40 UTC
Resource URI:	https://kar.kent.ac.uk/id/eprint/51896 (The current URI for this page, for reference purposes)

University of Kent Author Information

Sirlantzis, Konstantinos.

Creator's ORCID:	https://orcid.org/0000-0002-0847-8880
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