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 |
| 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
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| 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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| CReDIT Contributor Roles: |
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