Pages that link to "Item:Q2076249"
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The following pages link to Chaoticity versus stochasticity in financial markets: are daily S\&P 500 return dynamics chaotic? (Q2076249):
Displaying 3 items.
- Is it possible to study chaotic and ARCH behaviour jointly? application of a noisy Mackey-Glass equation with heteroskedastic errors to the Paris Stock exchange returns series (Q1397412) (← links)
- Chaos measure dynamics in a multifactor model for financial market predictions (Q6143054) (← links)
- Recurrence-based reconstruction of dynamic pricing attractors (Q6166550) (← links)