Pages that link to "Item:Q1681689"
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The following pages link to Nonlinear dynamics of equity, currency and commodity markets in the aftermath of the global financial crisis (Q1681689):
Displaying 6 items.
- Detecting chaos and predicting in Dow Jones Index (Q721762) (← links)
- Chaos, randomness and multi-fractality in bitcoin market (Q722915) (← links)
- Disturbances and complexity in volatility time series (Q1694527) (← links)
- Quantifying chaos in stock markets before and during COVID-19 pandemic from the phase space reconstruction (Q2168131) (← links)
- Time-dependent complexity measurement of causality in international equity markets: a spatial approach (Q2201357) (← links)
- What have we learned from the 2007--08 financial crisis? Papers presented at the second international workshop on financial markets and nonlinear dynamics (Paris, June 4--5, 2015) (Q2416227) (← links)
