Nonlinear time series analysis in emerging stock markets

Siriopoulos, Costas and 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)

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)

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, 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 14:44 UTC
Last Modified: 26 Nov 2015 12:51 UTC
Resource URI: https://kar.kent.ac.uk/id/eprint/51900 (The current URI for this page, for reference purposes)
  • Depositors only (login required):