Nonlinear time series analysis in emerging stock markets

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
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
Depositing User:	Konstantinos Sirlantzis
Date Deposited:	15 Nov 2015 14:44 UTC
Last Modified:	20 May 2025 10:40 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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