Power law analysis of financial index dynamics

DOI10.1155/2012/120518zbMATH Open1248.91058OpenAlexW2156913834WikidataQ58700325 ScholiaQ58700325MaRDI QIDQ714204FDOQ714204

Authors: Gonçalo Monteiro Duarte, José A. Tenreiro Machado, Fernando B. M. Duarte 

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

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zbMATH Keywords

power law analysisstock market indices

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Dynamics of the dow Jones and the NASDAQ stock indexes
• Analysis of stock market indices with multidimensional scaling and wavelets

Cited In (12)

• Macroeconomic models with long dynamic memory: fractional calculus approach
• Comparison principles for Hadamard-type fractional differential equations
• Comparison theorems for Caputo-Hadamard fractional differential equations
• Multi-objective active control policy design for commensurate and incommensurate fractional order chaotic financial systems
• Fractional Deterministic Factor Analysis of Economic Processes with Memory and Nonlocality
• Power law and entropy analysis of catastrophic phenomena
• Logistic map with memory from economic model
• A fractional perspective to financial indices
• Title not available (Why is that?)
• Long-range power-law correlations in stock returns
• Herd behavior and financial crashes: an interacting particle system approach
• Dynamics of the dow Jones and the NASDAQ stock indexes

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