Self-criticality and stochastic of an S{\&}P 500 index time series

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Publication:1576625


DOI10.1016/S0960-0779(98)00335-XzbMath0985.37099MaRDI QIDQ1576625

Ioannis Andreadis

Publication date: 22 August 2000

Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)


37M10: Time series analysis of dynamical systems

37N40: Dynamical systems in optimization and economics


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