Siriopoulos, Costas, Sirlantzis, Konstantinos (1996) Nonlinear time series analysis in emerging stock markets. Estadistica, 48 . pp. 211-234. ISSN 0120-1751. (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:51900)
| 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. |
Abstract
We present evidence of nonlinearity and fractality from a small European equity market, the Athens stock exchange (ASE), in a manner that is orientated towards statistical application. Our results give reliable evidence for the existence of an underlying dynamic system with a limited number of degrees of freedom.
Nonlinear time series analysis in emerging stock markets - ResearchGate. Available from: http://www.researchgate.net/publication/267477855_Nonlinear_time_series_analysis_in_emerging_stock_markets [accessed Nov 15, 2015].
| Item Type: | Article |
|---|---|
| Uncontrolled keywords: | 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 14:44 UTC |
| Last Modified: | 05 Nov 2024 10:38 UTC |
| Resource URI: | https://kar.kent.ac.uk/id/eprint/51900 (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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