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

Markellos, Rafael and Siriopoulos, Costas and 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, June 1995, London, UK. (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 13:49 UTC
Last Modified: 09 May 2017 14:46 UTC
Resource URI: https://kar.kent.ac.uk/id/eprint/51896 (The current URI for this page, for reference purposes)
  • Depositors only (login required):