Does composite index of NYSE represents chaos in the long time scale? (Q2490223): Difference between revisions

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+TISEAN
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+https://doi.org/10.1016/j.amc.2005.04.096
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+W1968562168
@@ Property / OpenAlex ID: W1968562168 / rank @@
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@@ Property / cites work @@
+Modelling financial time series using multifractal random walks
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+Q4524816
@@ Property / cites work: Q4524816 / rank @@
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@@ Property / cites work @@
+Price fluctuations and market activity
@@ Property / cites work: Price fluctuations and market activity / rank @@
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@@ Property / cites work @@
+Practical implementation of nonlinear time series methods: The <scp>TISEAN</scp> package
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@@ Property / cites work @@
+Chaos and nonlinear forecastability in economics and finance
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@@ Property / cites work @@
+Nonlinearity in normal human EEG: cycles, temporal asymmetry, nonstationarity and randomness, not chaos
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@@ Property / cites work @@
+Q4513854
@@ Property / cites work: Q4513854 / rank @@
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@@ Property / cites work @@
+Chaos in East European black market exchange rates
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