Stock market dynamics

DOI10.1016/S0378-4371(02)00847-6zbMath0997.91018OpenAlexW1966636420MaRDI QIDQ1611125

Murilo S. Baptista, Iberê L. Caldas

Publication date: 21 August 2002

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-4371(02)00847-6

zbMATH Keywords

invariant measureslow-dimensional dynamical systemsfirst Poincare return time

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26) Dynamical systems in optimization and economics (37N40)

Related Items (5)

Recurrence time statistics for finite size intervals ⋮ Local and global approaches to the problem of Poincaré recurrences. Applications in nonlinear dynamics ⋮ Mean first passage time for a class of non-Markovian processes ⋮ A note on testing regime switching assumption based on recurrence times ⋮ Dynamical estimates of chaotic systems from Poincaré recurrences

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• A Mathematical Theory of Communication
• Econophysics: Scaling and its breakdown in finance
• Elements for a theory of financial risks
• On fluctuations and the exponential statistics of return times
• Dimension, entropy and Lyapunov exponents
• Stochastic Process with Ultraslow Convergence to a Gaussian: The Truncated Lévy Flight
• NEURAL EXCITABILITY, SPIKING AND BURSTING

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