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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. (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
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: 15 Nov 2020 04:07 UTC
Resource URI: https://kar.kent.ac.uk/id/eprint/51896 (The current URI for this page, for reference purposes)
Sirlantzis, Konstantinos: https://orcid.org/0000-0002-0847-8880
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