The following pages link to Stock market dynamics (Q1611125):
Displaying 16 items.
- Local and global approaches to the problem of Poincaré recurrences. Applications in nonlinear dynamics (Q516595) (← links)
- A note on testing regime switching assumption based on recurrence times (Q1041700) (← links)
- How long the singular value decomposed entropy predicts the stock market? -- Evidence from the Dow Jones industrial average index (Q1619493) (← links)
- Dynamic communities in stock market (Q1724821) (← links)
- Financial market dynamics (Q1859767) (← links)
- Neglected chaos in international stock markets: Bayesian analysis of the joint return-volatility dynamical system (Q2147635) (← links)
- A dynamical approach to stock market fluctuations (Q2843671) (← links)
- Discovering stock dynamics through multidimensional volatility phases (Q2893204) (← links)
- Clarifying Some Misconceptions About Stock Market Economies (Q3346039) (← links)
- Mean first passage time for a class of non-Markovian processes (Q3636590) (← links)
- Stock market dynamics with institutional trading (Q4216621) (← links)
- How to control stock markets (Q4763819) (← links)
- Dynamical estimates of chaotic systems from Poincaré recurrences (Q5250385) (← links)
- (Q5324296) (← links)
- Recurrence time statistics for finite size intervals (Q5705448) (← links)
- Identifying the nonlinear dynamics of logistic mapping using the modified 0--1 test for chaos (Q6608855) (← links)