Power law analysis of financial index dynamics

DOI10.1155/2012/120518zbMath1248.91058OpenAlexW2156913834WikidataQ58700325 ScholiaQ58700325MaRDI QIDQ714204

Gonçalo Monteiro Duarte, Fernando B. M. Duarte, José António Tenreiro Machado

Publication date: 19 October 2012

Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2012/120518

zbMATH Keywords

stock market indicespower law analysis

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84) Economic growth models (91B62) Fractional derivatives and integrals (26A33) Statistical methods; economic indices and measures (91B82)

Related Items (8)

Logistic map with memory from economic model ⋮ Fractional Deterministic Factor Analysis of Economic Processes with Memory and Nonlocality ⋮ Power law and entropy analysis of catastrophic phenomena ⋮ Herd behavior and financial crashes: an interacting particle system approach ⋮ COMPARISON PRINCIPLES FOR HADAMARD-TYPE FRACTIONAL DIFFERENTIAL EQUATIONS ⋮ COMPARISON THEOREMS FOR CAPUTO–HADAMARD FRACTIONAL DIFFERENTIAL EQUATIONS ⋮ Macroeconomic models with long dynamic memory: fractional calculus approach ⋮ Multi-objective active control policy design for commensurate and incommensurate fractional order chaotic financial systems

Cites Work

• Dynamics of the dow Jones and the NASDAQ stock indexes
• Analysis of stock market indices with multidimensional scaling and wavelets
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