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 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
Divisions:	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:	05 Nov 2024 10:38 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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