A Random Walk or Color Chaos on the Stock Market? Time-Frequency Analysis of S&P Indexes

DOI10.2202/1558-3708.1014MaRDI QIDQ3368191zbMATH OpenOpenAlexFDO

Authors Ping Chen

Publication date 27 January 2006

Published in Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2202/1558-3708.1014

Mathematics Subject Classification ID

Economic time series analysis (91B84)

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