Nonlinear dynamics of equity, currency and commodity markets in the aftermath of the global financial crisis

DOI10.1016/J.CHAOS.2017.06.019zbMath1376.91114OpenAlexW2715336514MaRDI QIDQ1681689

Salim Lahmiri, Gazi Salah Uddin, Stelios D. Bekiros

Publication date: 24 November 2017

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

Full work available at URL: https://doi.org/10.1016/j.chaos.2017.06.019

zbMATH Keywords

detrended fluctuation analysisRenyi entropyfinancial marketsHurst and Lyapunov exponents

Mathematics Subject Classification ID

Financial applications of other theories (91G80) Economic dynamics (91B55)

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