Complex dynamical behaviors of daily data series in stock exchange

DOI10.1016/j.physleta.2004.10.053zbMath1123.91359OpenAlexW2168791574MaRDI QIDQ2463141

Jinhu Lü, Hongchun Wang, Guan-Rong Chen

Publication date: 5 December 2007

Published in: Physics Letters. A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physleta.2004.10.053

zbMATH Keywords

spectral analysischaotic time seriesLyapunov exponentcorrelation dimensionstock exchange

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Time series analysis of dynamical systems (37M10)

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