Pages that link to "Item:Q4374543"
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The following pages link to NONLINEAR TIME SERIES ANALYSIS OF THE STOCK EXCHANGE: THE CASE OF AN EMERGING MARKET (Q4374543):
Displaying 11 items.
- Dynamic relationship analysis between NAFTA stock markets using nonlinear, nonparametric, non-stationary methods (Q127928) (← links)
- Nonlinear and chaotic analysis of a financial complex system (Q605261) (← links)
- Self-criticality and stochastic of an S{\&}P 500 index time series (Q1576625) (← links)
- Nonlinear effects in a discrete-time dynamic model of a stock market. (Q1577208) (← links)
- Application of nonlinear time series analysis techniques to high-frequency currency exchange data (Q1611124) (← links)
- The chaotic attractor analysis of DJIA based on manifold embedding and Laplacian eigenmaps (Q1793624) (← links)
- Complex dynamical behaviors of daily data series in stock exchange (Q2463141) (← links)
- (Q3056718) (← links)
- (Q3074054) (← links)
- (Q3973979) (← links)
- A case study of MCB and SBMH stock transaction using a novel BINMA(1) with non-stationary NB correlated innovations (Q5036506) (← links)