No evidence of chaos but some evidence of dependence in the US stock market.

DOI10.1016/S0960-0779(02)00387-9zbMath1098.91534OpenAlexW2163242537MaRDI QIDQ1419354

Mototsugu Shintani, Apostolos Serletis

Publication date: 14 January 2004

Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0960-0779(02)00387-9

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

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Uses Software

• FUNFITS

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